CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 29-Jan-2008
Day Change Summary
Previous Current
28-Jan-2008 29-Jan-2008 Change Change % Previous Week
Open 1.4713 1.4692 -0.0021 -0.1% 1.4490
High 1.4713 1.4700 -0.0013 -0.1% 1.4675
Low 1.4713 1.4680 -0.0033 -0.2% 1.4490
Close 1.4713 1.4714 0.0001 0.0% 1.4614
Range 0.0000 0.0020 0.0020 0.0185
ATR 0.0085 0.0081 -0.0004 -4.4% 0.0000
Volume 683 872 189 27.7% 4,274
Daily Pivots for day following 29-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.4758 1.4756 1.4725
R3 1.4738 1.4736 1.4720
R2 1.4718 1.4718 1.4718
R1 1.4716 1.4716 1.4716 1.4717
PP 1.4698 1.4698 1.4698 1.4699
S1 1.4696 1.4696 1.4712 1.4697
S2 1.4678 1.4678 1.4710
S3 1.4658 1.4676 1.4709
S4 1.4638 1.4656 1.4703
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.5148 1.5066 1.4716
R3 1.4963 1.4881 1.4665
R2 1.4778 1.4778 1.4648
R1 1.4696 1.4696 1.4631 1.4737
PP 1.4593 1.4593 1.4593 1.4614
S1 1.4511 1.4511 1.4597 1.4552
S2 1.4408 1.4408 1.4580
S3 1.4223 1.4326 1.4563
S4 1.4038 1.4141 1.4512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4713 1.4495 0.0218 1.5% 0.0020 0.1% 100% False False 1,066
10 1.4860 1.4490 0.0370 2.5% 0.0058 0.4% 61% False False 878
20 1.4860 1.4490 0.0370 2.5% 0.0033 0.2% 61% False False 621
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4785
2.618 1.4752
1.618 1.4732
1.000 1.4720
0.618 1.4712
HIGH 1.4700
0.618 1.4692
0.500 1.4690
0.382 1.4688
LOW 1.4680
0.618 1.4668
1.000 1.4660
1.618 1.4648
2.618 1.4628
4.250 1.4595
Fisher Pivots for day following 29-Jan-2008
Pivot 1 day 3 day
R1 1.4706 1.4696
PP 1.4698 1.4677
S1 1.4690 1.4659

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

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