CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 31-Jan-2008
Day Change Summary
Previous Current
30-Jan-2008 31-Jan-2008 Change Change % Previous Week
Open 1.4831 1.4810 -0.0021 -0.1% 1.4490
High 1.4825 1.4798 -0.0027 -0.2% 1.4675
Low 1.4825 1.4755 -0.0070 -0.5% 1.4490
Close 1.4831 1.4810 -0.0021 -0.1% 1.4614
Range 0.0000 0.0043 0.0043 0.0185
ATR 0.0083 0.0083 -0.0001 -0.6% 0.0000
Volume 2,288 359 -1,929 -84.3% 4,274
Daily Pivots for day following 31-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.4917 1.4906 1.4834
R3 1.4874 1.4863 1.4822
R2 1.4831 1.4831 1.4818
R1 1.4820 1.4820 1.4814 1.4832
PP 1.4788 1.4788 1.4788 1.4793
S1 1.4777 1.4777 1.4806 1.4789
S2 1.4745 1.4745 1.4802
S3 1.4702 1.4734 1.4798
S4 1.4659 1.4691 1.4786
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 1.4825 1.4605 0.0220 1.5% 0.0024 0.2% 93% False False 981
10 1.4825 1.4490 0.0335 2.3% 0.0034 0.2% 96% False False 1,014
20 1.4860 1.4490 0.0370 2.5% 0.0034 0.2% 86% False False 646
40 1.4860 1.4335 0.0525 3.5% 0.0026 0.2% 90% False False 413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4981
2.618 1.4911
1.618 1.4868
1.000 1.4841
0.618 1.4825
HIGH 1.4798
0.618 1.4782
0.500 1.4777
0.382 1.4771
LOW 1.4755
0.618 1.4728
1.000 1.4712
1.618 1.4685
2.618 1.4642
4.250 1.4572
Fisher Pivots for day following 31-Jan-2008
Pivot 1 day 3 day
R1 1.4799 1.4791
PP 1.4788 1.4772
S1 1.4777 1.4753

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

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