CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 09-Jan-2008
Day Change Summary
Previous Current
08-Jan-2008 09-Jan-2008 Change Change % Previous Week
Open 1.4695 1.4633 -0.0062 -0.4% 1.4586
High 1.4696 1.4633 -0.0063 -0.4% 1.4775
Low 1.4695 1.4633 -0.0062 -0.4% 1.4585
Close 1.4693 1.4640 -0.0053 -0.4% 1.4763
Range 0.0001 0.0000 -0.0001 -100.0% 0.0190
ATR 0.0071 0.0070 -0.0001 -1.1% 0.0000
Volume 119 190 71 59.7% 2,385
Daily Pivots for day following 09-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.4635 1.4638 1.4640
R3 1.4635 1.4638 1.4640
R2 1.4635 1.4635 1.4640
R1 1.4638 1.4638 1.4640 1.4637
PP 1.4635 1.4635 1.4635 1.4635
S1 1.4638 1.4638 1.4640 1.4637
S2 1.4635 1.4635 1.4640
S3 1.4635 1.4638 1.4640
S4 1.4635 1.4638 1.4640
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 1.4633 0.0142 1.0% 0.0009 0.1% 5% False True 179
10 1.4775 1.4495 0.0280 1.9% 0.0016 0.1% 52% False False 316
20 1.4775 1.4335 0.0440 3.0% 0.0019 0.1% 69% False False 212
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4633
2.618 1.4633
1.618 1.4633
1.000 1.4633
0.618 1.4633
HIGH 1.4633
0.618 1.4633
0.500 1.4633
0.382 1.4633
LOW 1.4633
0.618 1.4633
1.000 1.4633
1.618 1.4633
2.618 1.4633
4.250 1.4633
Fisher Pivots for day following 09-Jan-2008
Pivot 1 day 3 day
R1 1.4638 1.4665
PP 1.4635 1.4656
S1 1.4633 1.4648

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

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