CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 07-Jan-2008
Day Change Summary
Previous Current
04-Jan-2008 07-Jan-2008 Change Change % Previous Week
Open 1.4763 1.4682 -0.0081 -0.5% 1.4586
High 1.4775 1.4682 -0.0093 -0.6% 1.4775
Low 1.4760 1.4682 -0.0078 -0.5% 1.4585
Close 1.4763 1.4682 -0.0081 -0.5% 1.4763
Range 0.0015 0.0000 -0.0015 -100.0% 0.0190
ATR 0.0075 0.0075 0.0000 0.6% 0.0000
Volume 167 343 176 105.4% 2,385
Daily Pivots for day following 07-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.4682 1.4682 1.4682
R3 1.4682 1.4682 1.4682
R2 1.4682 1.4682 1.4682
R1 1.4682 1.4682 1.4682 1.4682
PP 1.4682 1.4682 1.4682 1.4682
S1 1.4682 1.4682 1.4682 1.4682
S2 1.4682 1.4682 1.4682
S3 1.4682 1.4682 1.4682
S4 1.4682 1.4682 1.4682
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% 51% False False 545
10 1.4775 1.4357 0.0418 2.8% 0.0018 0.1% 78% False False 309
20 1.4775 1.4335 0.0440 3.0% 0.0020 0.1% 79% False False 208
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4682
2.618 1.4682
1.618 1.4682
1.000 1.4682
0.618 1.4682
HIGH 1.4682
0.618 1.4682
0.500 1.4682
0.382 1.4682
LOW 1.4682
0.618 1.4682
1.000 1.4682
1.618 1.4682
2.618 1.4682
4.250 1.4682
Fisher Pivots for day following 07-Jan-2008
Pivot 1 day 3 day
R1 1.4682 1.4729
PP 1.4682 1.4713
S1 1.4682 1.4698

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

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