CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 1.5617 1.5656 0.0039 0.2% 1.5616
High 1.5617 1.5656 0.0039 0.2% 1.5755
Low 1.5617 1.5656 0.0039 0.2% 1.5567
Close 1.5617 1.5656 0.0039 0.2% 1.5567
Range
ATR 0.0085 0.0082 -0.0003 -3.9% 0.0000
Volume 153 152 -1 -0.7% 2,220
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5656 1.5656 1.5656
R3 1.5656 1.5656 1.5656
R2 1.5656 1.5656 1.5656
R1 1.5656 1.5656 1.5656 1.5656
PP 1.5656 1.5656 1.5656 1.5656
S1 1.5656 1.5656 1.5656 1.5656
S2 1.5656 1.5656 1.5656
S3 1.5656 1.5656 1.5656
S4 1.5656 1.5656 1.5656
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 1.5656 1.5500 0.0156 1.0% 0.0028 0.2% 100% True False 304
10 1.5755 1.5500 0.0255 1.6% 0.0023 0.1% 61% False False 400
20 1.5755 1.5200 0.0555 3.5% 0.0025 0.2% 82% False False 281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Fibonacci Retracements and Extensions
4.250 1.5656
2.618 1.5656
1.618 1.5656
1.000 1.5656
0.618 1.5656
HIGH 1.5656
0.618 1.5656
0.500 1.5656
0.382 1.5656
LOW 1.5656
0.618 1.5656
1.000 1.5656
1.618 1.5656
2.618 1.5656
4.250 1.5656
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 1.5656 1.5633
PP 1.5656 1.5611
S1 1.5656 1.5588

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

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