CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 13-Mar-2008
Day Change Summary
Previous Current
12-Mar-2008 13-Mar-2008 Change Change % Previous Week
Open 1.5472 1.5587 0.0115 0.7% 1.5183
High 1.5521 1.5610 0.0089 0.6% 1.5460
Low 1.5450 1.5566 0.0116 0.8% 1.5155
Close 1.5521 1.5585 0.0064 0.4% 1.5346
Range 0.0071 0.0044 -0.0027 -38.0% 0.0305
ATR 0.0112 0.0110 -0.0002 -1.5% 0.0000
Volume 294,169 250,642 -43,527 -14.8% 989,220
Daily Pivots for day following 13-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.5719 1.5696 1.5609
R3 1.5675 1.5652 1.5597
R2 1.5631 1.5631 1.5593
R1 1.5608 1.5608 1.5589 1.5598
PP 1.5587 1.5587 1.5587 1.5582
S1 1.5564 1.5564 1.5581 1.5554
S2 1.5543 1.5543 1.5577
S3 1.5499 1.5520 1.5573
S4 1.5455 1.5476 1.5561
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 1.5610 1.5284 0.0326 2.1% 0.0096 0.6% 92% True False 234,876
10 1.5610 1.5138 0.0472 3.0% 0.0090 0.6% 95% True False 211,104
20 1.5610 1.4566 0.1044 6.7% 0.0085 0.5% 98% True False 187,638
40 1.5610 1.4432 0.1178 7.6% 0.0088 0.6% 98% True False 186,678
60 1.5610 1.4327 0.1283 8.2% 0.0084 0.5% 98% True False 165,178
80 1.5610 1.4327 0.1283 8.2% 0.0077 0.5% 98% True False 131,399
100 1.5610 1.4158 0.1452 9.3% 0.0067 0.4% 98% True False 105,339
120 1.5610 1.4060 0.1550 9.9% 0.0062 0.4% 98% True False 87,834
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.5797
2.618 1.5725
1.618 1.5681
1.000 1.5654
0.618 1.5637
HIGH 1.5610
0.618 1.5593
0.500 1.5588
0.382 1.5583
LOW 1.5566
0.618 1.5539
1.000 1.5522
1.618 1.5495
2.618 1.5451
4.250 1.5379
Fisher Pivots for day following 13-Mar-2008
Pivot 1 day 3 day
R1 1.5588 1.5539
PP 1.5587 1.5493
S1 1.5586 1.5447

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

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