CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 10-Mar-2008
Day Change Summary
Previous Current
07-Mar-2008 10-Mar-2008 Change Change % Previous Week
Open 1.5415 1.5363 -0.0052 -0.3% 1.5183
High 1.5460 1.5370 -0.0090 -0.6% 1.5460
Low 1.5313 1.5320 0.0007 0.0% 1.5155
Close 1.5346 1.5347 0.0001 0.0% 1.5346
Range 0.0147 0.0050 -0.0097 -66.0% 0.0305
ATR 0.0104 0.0100 -0.0004 -3.7% 0.0000
Volume 221,492 237,965 16,473 7.4% 989,220
Daily Pivots for day following 10-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.5496 1.5471 1.5375
R3 1.5446 1.5421 1.5361
R2 1.5396 1.5396 1.5356
R1 1.5371 1.5371 1.5352 1.5359
PP 1.5346 1.5346 1.5346 1.5339
S1 1.5321 1.5321 1.5342 1.5309
S2 1.5296 1.5296 1.5338
S3 1.5246 1.5271 1.5333
S4 1.5196 1.5221 1.5320
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.6235 1.6096 1.5514
R3 1.5930 1.5791 1.5430
R2 1.5625 1.5625 1.5402
R1 1.5486 1.5486 1.5374 1.5556
PP 1.5320 1.5320 1.5320 1.5355
S1 1.5181 1.5181 1.5318 1.5251
S2 1.5015 1.5015 1.5290
S3 1.4710 1.4876 1.5262
S4 1.4405 1.4571 1.5178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5460 1.5185 0.0275 1.8% 0.0086 0.6% 59% False False 209,655
10 1.5460 1.4855 0.0605 3.9% 0.0097 0.6% 81% False False 193,710
20 1.5460 1.4467 0.0993 6.5% 0.0080 0.5% 89% False False 171,983
40 1.5460 1.4432 0.1028 6.7% 0.0088 0.6% 89% False False 180,861
60 1.5460 1.4327 0.1133 7.4% 0.0084 0.6% 90% False False 160,370
80 1.5460 1.4327 0.1133 7.4% 0.0074 0.5% 90% False False 122,502
100 1.5460 1.4158 0.1302 8.5% 0.0065 0.4% 91% False False 98,199
120 1.5460 1.3905 0.1555 10.1% 0.0061 0.4% 93% False False 81,881
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.5583
2.618 1.5501
1.618 1.5451
1.000 1.5420
0.618 1.5401
HIGH 1.5370
0.618 1.5351
0.500 1.5345
0.382 1.5339
LOW 1.5320
0.618 1.5289
1.000 1.5270
1.618 1.5239
2.618 1.5189
4.250 1.5108
Fisher Pivots for day following 10-Mar-2008
Pivot 1 day 3 day
R1 1.5346 1.5375
PP 1.5346 1.5366
S1 1.5345 1.5356

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

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