CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
04-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 1.5567 1.5595 0.0028 0.2% 1.5616
High 1.5567 1.5605 0.0038 0.2% 1.5755
Low 1.5567 1.5500 -0.0067 -0.4% 1.5567
Close 1.5567 1.5601 0.0034 0.2% 1.5567
Range 0.0000 0.0105 0.0105 0.0188
ATR 0.0084 0.0085 0.0002 1.8% 0.0000
Volume 472 472 0 0.0% 2,220
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5884 1.5847 1.5659
R3 1.5779 1.5742 1.5630
R2 1.5674 1.5674 1.5620
R1 1.5637 1.5637 1.5611 1.5656
PP 1.5569 1.5569 1.5569 1.5578
S1 1.5532 1.5532 1.5591 1.5551
S2 1.5464 1.5464 1.5582
S3 1.5359 1.5427 1.5572
S4 1.5254 1.5322 1.5543
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.6194 1.6068 1.5670
R3 1.6006 1.5880 1.5619
R2 1.5818 1.5818 1.5601
R1 1.5692 1.5692 1.5584 1.5661
PP 1.5630 1.5630 1.5630 1.5614
S1 1.5504 1.5504 1.5550 1.5473
S2 1.5442 1.5442 1.5533
S3 1.5254 1.5316 1.5515
S4 1.5066 1.5128 1.5464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5755 1.5500 0.0255 1.6% 0.0031 0.2% 40% False True 427
10 1.5755 1.5440 0.0315 2.0% 0.0032 0.2% 51% False False 417
20 1.5755 1.5200 0.0555 3.6% 0.0023 0.1% 72% False False 295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.6051
2.618 1.5880
1.618 1.5775
1.000 1.5710
0.618 1.5670
HIGH 1.5605
0.618 1.5565
0.500 1.5553
0.382 1.5540
LOW 1.5500
0.618 1.5435
1.000 1.5395
1.618 1.5330
2.618 1.5225
4.250 1.5054
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 1.5585 1.5585
PP 1.5569 1.5569
S1 1.5553 1.5553

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

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