CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 02-Jan-2008
Day Change Summary
Previous Current
31-Dec-2007 02-Jan-2008 Change Change % Previous Week
Open 1.4586 1.4724 0.0138 0.9% 1.4411
High 1.4605 1.4740 0.0135 0.9% 1.4720
Low 1.4585 1.4730 0.0145 1.0% 1.4411
Close 1.4581 1.4724 0.0143 1.0% 1.4722
Range 0.0020 0.0010 -0.0010 -50.0% 0.0309
ATR 0.0075 0.0081 0.0006 8.0% 0.0000
Volume 77 2,062 1,985 2,577.9% 179
Daily Pivots for day following 02-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.4761 1.4753 1.4730
R3 1.4751 1.4743 1.4727
R2 1.4741 1.4741 1.4726
R1 1.4733 1.4733 1.4725 1.4729
PP 1.4731 1.4731 1.4731 1.4730
S1 1.4723 1.4723 1.4723 1.4719
S2 1.4721 1.4721 1.4722
S3 1.4711 1.4713 1.4721
S4 1.4701 1.4703 1.4719
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.5545 1.5442 1.4892
R3 1.5236 1.5133 1.4807
R2 1.4927 1.4927 1.4779
R1 1.4824 1.4824 1.4750 1.4876
PP 1.4618 1.4618 1.4618 1.4643
S1 1.4515 1.4515 1.4694 1.4567
S2 1.4309 1.4309 1.4665
S3 1.4000 1.4206 1.4637
S4 1.3691 1.3897 1.4552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4740 1.4495 0.0245 1.7% 0.0023 0.2% 93% True False 453
10 1.4740 1.4335 0.0405 2.8% 0.0023 0.2% 96% True False 294
20 1.4774 1.4335 0.0439 3.0% 0.0019 0.1% 89% False False 180
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4783
2.618 1.4766
1.618 1.4756
1.000 1.4750
0.618 1.4746
HIGH 1.4740
0.618 1.4736
0.500 1.4735
0.382 1.4734
LOW 1.4730
0.618 1.4724
1.000 1.4720
1.618 1.4714
2.618 1.4704
4.250 1.4688
Fisher Pivots for day following 02-Jan-2008
Pivot 1 day 3 day
R1 1.4735 1.4704
PP 1.4731 1.4683
S1 1.4728 1.4663

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

View Archives - Comment on this page... - Back to Index of Symbols