CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 26-Dec-2007
Day Change Summary
Previous Current
24-Dec-2007 26-Dec-2007 Change Change % Previous Week
Open 1.4411 1.4495 0.0084 0.6% 1.4400
High 1.4411 1.4513 0.0102 0.7% 1.4434
Low 1.4411 1.4495 0.0084 0.6% 1.4335
Close 1.4411 1.4509 0.0098 0.7% 1.4366
Range 0.0000 0.0018 0.0018 0.0099
ATR 0.0061 0.0064 0.0003 4.8% 0.0000
Volume 49 30 -19 -38.8% 732
Daily Pivots for day following 26-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4560 1.4552 1.4519
R3 1.4542 1.4534 1.4514
R2 1.4524 1.4524 1.4512
R1 1.4516 1.4516 1.4511 1.4520
PP 1.4506 1.4506 1.4506 1.4508
S1 1.4498 1.4498 1.4507 1.4502
S2 1.4488 1.4488 1.4506
S3 1.4470 1.4480 1.4504
S4 1.4452 1.4462 1.4499
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4675 1.4620 1.4420
R3 1.4576 1.4521 1.4393
R2 1.4477 1.4477 1.4384
R1 1.4422 1.4422 1.4375 1.4400
PP 1.4378 1.4378 1.4378 1.4368
S1 1.4323 1.4323 1.4357 1.4301
S2 1.4279 1.4279 1.4348
S3 1.4180 1.4224 1.4339
S4 1.4081 1.4125 1.4312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4513 1.4335 0.0178 1.2% 0.0021 0.1% 98% True False 126
10 1.4719 1.4335 0.0384 2.6% 0.0023 0.2% 45% False False 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4590
2.618 1.4560
1.618 1.4542
1.000 1.4531
0.618 1.4524
HIGH 1.4513
0.618 1.4506
0.500 1.4504
0.382 1.4502
LOW 1.4495
0.618 1.4484
1.000 1.4477
1.618 1.4466
2.618 1.4448
4.250 1.4419
Fisher Pivots for day following 26-Dec-2007
Pivot 1 day 3 day
R1 1.4507 1.4484
PP 1.4506 1.4460
S1 1.4504 1.4435

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

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