CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 15-Jan-2008
Day Change Summary
Previous Current
14-Jan-2008 15-Jan-2008 Change Change % Previous Week
Open 1.4833 1.4798 -0.0035 -0.2% 1.4682
High 1.4842 1.4860 0.0018 0.1% 1.4756
Low 1.4832 1.4795 -0.0037 -0.2% 1.4633
Close 1.4835 1.4798 -0.0037 -0.2% 1.4748
Range 0.0010 0.0065 0.0055 550.0% 0.0123
ATR 0.0071 0.0071 0.0000 -0.6% 0.0000
Volume 122 371 249 204.1% 1,129
Daily Pivots for day following 15-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.5013 1.4970 1.4834
R3 1.4948 1.4905 1.4816
R2 1.4883 1.4883 1.4810
R1 1.4840 1.4840 1.4804 1.4831
PP 1.4818 1.4818 1.4818 1.4813
S1 1.4775 1.4775 1.4792 1.4766
S2 1.4753 1.4753 1.4786
S3 1.4688 1.4710 1.4780
S4 1.4623 1.4645 1.4762
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.5081 1.5038 1.4816
R3 1.4958 1.4915 1.4782
R2 1.4835 1.4835 1.4771
R1 1.4792 1.4792 1.4759 1.4814
PP 1.4712 1.4712 1.4712 1.4723
S1 1.4669 1.4669 1.4737 1.4691
S2 1.4589 1.4589 1.4725
S3 1.4466 1.4546 1.4714
S4 1.4343 1.4423 1.4680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4860 1.4633 0.0227 1.5% 0.0015 0.1% 73% True False 232
10 1.4860 1.4633 0.0227 1.5% 0.0013 0.1% 73% True False 393
20 1.4860 1.4335 0.0525 3.5% 0.0019 0.1% 88% True False 245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5136
2.618 1.5030
1.618 1.4965
1.000 1.4925
0.618 1.4900
HIGH 1.4860
0.618 1.4835
0.500 1.4828
0.382 1.4820
LOW 1.4795
0.618 1.4755
1.000 1.4730
1.618 1.4690
2.618 1.4625
4.250 1.4519
Fisher Pivots for day following 15-Jan-2008
Pivot 1 day 3 day
R1 1.4828 1.4804
PP 1.4818 1.4802
S1 1.4808 1.4800

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

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