CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 10-Jan-2008
Day Change Summary
Previous Current
09-Jan-2008 10-Jan-2008 Change Change % Previous Week
Open 1.4677 1.4660 -0.0017 -0.1% 1.4742
High 1.4690 1.4815 0.0125 0.9% 1.4830
Low 1.4638 1.4659 0.0021 0.1% 1.4582
Close 1.4662 1.4791 0.0129 0.9% 1.4777
Range 0.0052 0.0156 0.0104 200.0% 0.0248
ATR 0.0090 0.0095 0.0005 5.2% 0.0000
Volume 101,773 131,038 29,265 28.8% 418,917
Daily Pivots for day following 10-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.5223 1.5163 1.4877
R3 1.5067 1.5007 1.4834
R2 1.4911 1.4911 1.4820
R1 1.4851 1.4851 1.4805 1.4881
PP 1.4755 1.4755 1.4755 1.4770
S1 1.4695 1.4695 1.4777 1.4725
S2 1.4599 1.4599 1.4762
S3 1.4443 1.4539 1.4748
S4 1.4287 1.4383 1.4705
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.5474 1.5373 1.4913
R3 1.5226 1.5125 1.4845
R2 1.4978 1.4978 1.4822
R1 1.4877 1.4877 1.4800 1.4928
PP 1.4730 1.4730 1.4730 1.4755
S1 1.4629 1.4629 1.4754 1.4680
S2 1.4482 1.4482 1.4732
S3 1.4234 1.4381 1.4709
S4 1.3986 1.4133 1.4641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4830 1.4638 0.0192 1.3% 0.0081 0.5% 80% False False 132,887
10 1.4830 1.4527 0.0303 2.0% 0.0093 0.6% 87% False False 110,779
20 1.4830 1.4327 0.0503 3.4% 0.0077 0.5% 92% False False 119,389
40 1.4917 1.4327 0.0590 4.0% 0.0060 0.4% 79% False False 64,143
60 1.4917 1.4158 0.0759 5.1% 0.0050 0.3% 83% False False 43,092
80 1.4917 1.3905 0.1012 6.8% 0.0047 0.3% 88% False False 32,391
100 1.4917 1.3520 0.1397 9.4% 0.0038 0.3% 91% False False 25,922
120 1.4917 1.3464 0.1453 9.8% 0.0032 0.2% 91% False False 21,602
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5478
2.618 1.5223
1.618 1.5067
1.000 1.4971
0.618 1.4911
HIGH 1.4815
0.618 1.4755
0.500 1.4737
0.382 1.4719
LOW 1.4659
0.618 1.4563
1.000 1.4503
1.618 1.4407
2.618 1.4251
4.250 1.3996
Fisher Pivots for day following 10-Jan-2008
Pivot 1 day 3 day
R1 1.4773 1.4770
PP 1.4755 1.4748
S1 1.4737 1.4727

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

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