CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 27-Jun-2008
Day Change Summary
Previous Current
26-Jun-2008 27-Jun-2008 Change Change % Previous Week
Open 1.5625 1.5639 0.0014 0.1% 1.5387
High 1.5625 1.5650 0.0025 0.2% 1.5650
Low 1.5625 1.5610 -0.0015 -0.1% 1.5345
Close 1.5625 1.5639 0.0014 0.1% 1.5639
Range 0.0000 0.0040 0.0040 0.0305
ATR 0.0091 0.0088 -0.0004 -4.0% 0.0000
Volume 397 736 339 85.4% 1,669
Daily Pivots for day following 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5753 1.5736 1.5661
R3 1.5713 1.5696 1.5650
R2 1.5673 1.5673 1.5646
R1 1.5656 1.5656 1.5643 1.5659
PP 1.5633 1.5633 1.5633 1.5635
S1 1.5616 1.5616 1.5635 1.5619
S2 1.5593 1.5593 1.5632
S3 1.5553 1.5576 1.5628
S4 1.5513 1.5536 1.5617
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.6460 1.6354 1.5807
R3 1.6155 1.6049 1.5723
R2 1.5850 1.5850 1.5695
R1 1.5744 1.5744 1.5667 1.5797
PP 1.5545 1.5545 1.5545 1.5571
S1 1.5439 1.5439 1.5611 1.5492
S2 1.5240 1.5240 1.5583
S3 1.4935 1.5134 1.5555
S4 1.4630 1.4829 1.5471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5650 1.5345 0.0305 2.0% 0.0041 0.3% 96% True False 333
10 1.5650 1.5340 0.0310 2.0% 0.0030 0.2% 96% True False 226
20 1.5650 1.5200 0.0450 2.9% 0.0015 0.1% 98% True False 174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5820
2.618 1.5755
1.618 1.5715
1.000 1.5690
0.618 1.5675
HIGH 1.5650
0.618 1.5635
0.500 1.5630
0.382 1.5625
LOW 1.5610
0.618 1.5585
1.000 1.5570
1.618 1.5545
2.618 1.5505
4.250 1.5440
Fisher Pivots for day following 27-Jun-2008
Pivot 1 day 3 day
R1 1.5636 1.5608
PP 1.5633 1.5576
S1 1.5630 1.5545

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.