CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 10-Jan-2008
Day Change Summary
Previous Current
09-Jan-2008 10-Jan-2008 Change Change % Previous Week
Open 1.4633 1.4756 0.0123 0.8% 1.4586
High 1.4633 1.4756 0.0123 0.8% 1.4775
Low 1.4633 1.4756 0.0123 0.8% 1.4585
Close 1.4640 1.4768 0.0128 0.9% 1.4763
Range
ATR 0.0070 0.0073 0.0003 4.7% 0.0000
Volume 190 255 65 34.2% 2,385
Daily Pivots for day following 10-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.4760 1.4764 1.4768
R3 1.4760 1.4764 1.4768
R2 1.4760 1.4760 1.4768
R1 1.4764 1.4764 1.4768 1.4762
PP 1.4760 1.4760 1.4760 1.4759
S1 1.4764 1.4764 1.4768 1.4762
S2 1.4760 1.4760 1.4768
S3 1.4760 1.4764 1.4768
S4 1.4760 1.4764 1.4768
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% 0.0003 0.0% 95% False False 214
10 1.4775 1.4579 0.0196 1.3% 0.0014 0.1% 96% False False 339
20 1.4775 1.4335 0.0440 3.0% 0.0019 0.1% 98% False False 224
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.4756
2.618 1.4756
1.618 1.4756
1.000 1.4756
0.618 1.4756
HIGH 1.4756
0.618 1.4756
0.500 1.4756
0.382 1.4756
LOW 1.4756
0.618 1.4756
1.000 1.4756
1.618 1.4756
2.618 1.4756
4.250 1.4756
Fisher Pivots for day following 10-Jan-2008
Pivot 1 day 3 day
R1 1.4764 1.4744
PP 1.4760 1.4719
S1 1.4756 1.4695

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

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