CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 23-Jan-2008
Day Change Summary
Previous Current
22-Jan-2008 23-Jan-2008 Change Change % Previous Week
Open 1.4490 1.4528 0.0038 0.3% 1.4833
High 1.4570 1.4520 -0.0050 -0.3% 1.4860
Low 1.4490 1.4495 0.0005 0.0% 1.4575
Close 1.4555 1.4529 -0.0026 -0.2% 1.4588
Range 0.0080 0.0025 -0.0055 -68.8% 0.0285
ATR 0.0080 0.0078 -0.0001 -1.8% 0.0000
Volume 497 1,008 511 102.8% 3,079
Daily Pivots for day following 23-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.4590 1.4584 1.4543
R3 1.4565 1.4559 1.4536
R2 1.4540 1.4540 1.4534
R1 1.4534 1.4534 1.4531 1.4537
PP 1.4515 1.4515 1.4515 1.4516
S1 1.4509 1.4509 1.4527 1.4512
S2 1.4490 1.4490 1.4524
S3 1.4465 1.4484 1.4522
S4 1.4440 1.4459 1.4515
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.5529 1.5344 1.4745
R3 1.5244 1.5059 1.4666
R2 1.4959 1.4959 1.4640
R1 1.4774 1.4774 1.4614 1.4724
PP 1.4674 1.4674 1.4674 1.4650
S1 1.4489 1.4489 1.4562 1.4439
S2 1.4389 1.4389 1.4536
S3 1.4104 1.4204 1.4510
S4 1.3819 1.3919 1.4431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4790 1.4490 0.0300 2.1% 0.0087 0.6% 13% False False 818
10 1.4860 1.4490 0.0370 2.5% 0.0051 0.4% 11% False False 525
20 1.4860 1.4411 0.0449 3.1% 0.0034 0.2% 26% False False 413
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4626
2.618 1.4585
1.618 1.4560
1.000 1.4545
0.618 1.4535
HIGH 1.4520
0.618 1.4510
0.500 1.4508
0.382 1.4505
LOW 1.4495
0.618 1.4480
1.000 1.4470
1.618 1.4455
2.618 1.4430
4.250 1.4389
Fisher Pivots for day following 23-Jan-2008
Pivot 1 day 3 day
R1 1.4522 1.4573
PP 1.4515 1.4558
S1 1.4508 1.4544

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

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