CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 04-Jan-2008

Day Change Summary
	Previous	Current
	03-Jan-2008	04-Jan-2008	Change	Change %	Previous Week
Open	1.4711	1.4763	0.0052	0.4%	1.4586
High	1.4740	1.4775	0.0035	0.2%	1.4775
Low	1.4711	1.4760	0.0049	0.3%	1.4585
Close	1.4738	1.4763	0.0025	0.2%	1.4763
Range	0.0029	0.0015	-0.0014	-48.3%	0.0190
ATR	0.0077	0.0075	-0.0003	-3.7%	0.0000
Volume	79	167	88	111.4%	2,385

Daily Pivots for day following 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4811	1.4802	1.4771
R3	1.4796	1.4787	1.4767
R2	1.4781	1.4781	1.4766
R1	1.4772	1.4772	1.4764	1.4771
PP	1.4766	1.4766	1.4766	1.4765
S1	1.4757	1.4757	1.4762	1.4756
S2	1.4751	1.4751	1.4760
S3	1.4736	1.4742	1.4759
S4	1.4721	1.4727	1.4755

Weekly Pivots for week ending 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5278	1.5210	1.4868
R3	1.5088	1.5020	1.4815
R2	1.4898	1.4898	1.4798
R1	1.4830	1.4830	1.4780	1.4864
PP	1.4708	1.4708	1.4708	1.4725
S1	1.4640	1.4640	1.4746	1.4674
S2	1.4518	1.4518	1.4728
S3	1.4328	1.4450	1.4711
S4	1.4138	1.4260	1.4659

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4775	1.4585	0.0190	1.3%	0.0015	0.1%	94%	True	False	490
10	1.4775	1.4335	0.0440	3.0%	0.0020	0.1%	97%	True	False	299
20	1.4775	1.4335	0.0440	3.0%	0.0021	0.1%	97%	True	False	192

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	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4839
2.618	1.4814
1.618	1.4799
1.000	1.4790
0.618	1.4784
HIGH	1.4775
0.618	1.4769
0.500	1.4768
0.382	1.4766
LOW	1.4760
0.618	1.4751
1.000	1.4745
1.618	1.4736
2.618	1.4721
4.250	1.4696

Fisher Pivots for day following 04-Jan-2008
Pivot	1 day	3 day
R1	1.4768	1.4756
PP	1.4766	1.4750
S1	1.4765	1.4743

Download as Excel Spreadsheet

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

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