CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 22-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 22-Feb-2008 Change Change % Previous Week
Open 1.4735 1.4835 0.0100 0.7% 1.4731
High 1.4828 1.4853 0.0025 0.2% 1.4853
Low 1.4721 1.4787 0.0066 0.4% 1.4606
Close 1.4809 1.4817 0.0008 0.1% 1.4817
Range 0.0107 0.0066 -0.0041 -38.3% 0.0247
ATR 0.0100 0.0097 -0.0002 -2.4% 0.0000
Volume 184,230 182,821 -1,409 -0.8% 689,321
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.5017 1.4983 1.4853
R3 1.4951 1.4917 1.4835
R2 1.4885 1.4885 1.4829
R1 1.4851 1.4851 1.4823 1.4835
PP 1.4819 1.4819 1.4819 1.4811
S1 1.4785 1.4785 1.4811 1.4769
S2 1.4753 1.4753 1.4805
S3 1.4687 1.4719 1.4799
S4 1.4621 1.4653 1.4781
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.5500 1.5405 1.4953
R3 1.5253 1.5158 1.4885
R2 1.5006 1.5006 1.4862
R1 1.4911 1.4911 1.4840 1.4959
PP 1.4759 1.4759 1.4759 1.4782
S1 1.4664 1.4664 1.4794 1.4712
S2 1.4512 1.4512 1.4772
S3 1.4265 1.4417 1.4749
S4 1.4018 1.4170 1.4681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4853 1.4606 0.0247 1.7% 0.0070 0.5% 85% True False 170,721
10 1.4853 1.4462 0.0391 2.6% 0.0067 0.5% 91% True False 161,308
20 1.4930 1.4432 0.0498 3.4% 0.0075 0.5% 77% False False 159,801
40 1.4930 1.4432 0.0498 3.4% 0.0087 0.6% 77% False False 157,319
60 1.4930 1.4327 0.0603 4.1% 0.0078 0.5% 81% False False 128,681
80 1.4930 1.4327 0.0603 4.1% 0.0065 0.4% 81% False False 96,823
100 1.4930 1.4079 0.0851 5.7% 0.0060 0.4% 87% False False 77,557
120 1.4930 1.3671 0.1259 8.5% 0.0053 0.4% 91% False False 64,650
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5134
2.618 1.5026
1.618 1.4960
1.000 1.4919
0.618 1.4894
HIGH 1.4853
0.618 1.4828
0.500 1.4820
0.382 1.4812
LOW 1.4787
0.618 1.4746
1.000 1.4721
1.618 1.4680
2.618 1.4614
4.250 1.4507
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 1.4820 1.4788
PP 1.4819 1.4759
S1 1.4818 1.4730

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

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