CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 03-Jan-2008
Day Change Summary
Previous Current
02-Jan-2008 03-Jan-2008 Change Change % Previous Week
Open 1.4683 1.4756 0.0073 0.5% 1.4413
High 1.4760 1.4769 0.0009 0.1% 1.4737
Low 1.4654 1.4703 0.0049 0.3% 1.4410
Close 1.4733 1.4749 0.0016 0.1% 1.4726
Range 0.0106 0.0066 -0.0040 -37.7% 0.0327
ATR 0.0097 0.0094 -0.0002 -2.3% 0.0000
Volume 72,563 110,704 38,141 52.6% 274,957
Daily Pivots for day following 03-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.4938 1.4910 1.4785
R3 1.4872 1.4844 1.4767
R2 1.4806 1.4806 1.4761
R1 1.4778 1.4778 1.4755 1.4759
PP 1.4740 1.4740 1.4740 1.4731
S1 1.4712 1.4712 1.4743 1.4693
S2 1.4674 1.4674 1.4737
S3 1.4608 1.4646 1.4731
S4 1.4542 1.4580 1.4713
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.5605 1.5493 1.4906
R3 1.5278 1.5166 1.4816
R2 1.4951 1.4951 1.4786
R1 1.4839 1.4839 1.4756 1.4895
PP 1.4624 1.4624 1.4624 1.4653
S1 1.4512 1.4512 1.4696 1.4568
S2 1.4297 1.4297 1.4666
S3 1.3970 1.4185 1.4636
S4 1.3643 1.3858 1.4546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4769 1.4527 0.0242 1.6% 0.0104 0.7% 92% True False 88,671
10 1.4769 1.4327 0.0442 3.0% 0.0075 0.5% 95% True False 90,512
20 1.4769 1.4327 0.0442 3.0% 0.0069 0.5% 95% True False 92,522
40 1.4917 1.4327 0.0590 4.0% 0.0053 0.4% 72% False False 47,731
60 1.4917 1.4079 0.0838 5.7% 0.0047 0.3% 80% False False 32,051
80 1.4917 1.3841 0.1076 7.3% 0.0042 0.3% 84% False False 24,095
100 1.4917 1.3464 0.1453 9.9% 0.0034 0.2% 88% False False 19,278
120 1.4917 1.3464 0.1453 9.9% 0.0028 0.2% 88% False False 16,066
Crabel Price Patterns
NR True
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5050
2.618 1.4942
1.618 1.4876
1.000 1.4835
0.618 1.4810
HIGH 1.4769
0.618 1.4744
0.500 1.4736
0.382 1.4728
LOW 1.4703
0.618 1.4662
1.000 1.4637
1.618 1.4596
2.618 1.4530
4.250 1.4423
Fisher Pivots for day following 03-Jan-2008
Pivot 1 day 3 day
R1 1.4745 1.4725
PP 1.4740 1.4700
S1 1.4736 1.4676

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

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