CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 04-Feb-2008
Day Change Summary
Previous Current
01-Feb-2008 04-Feb-2008 Change Change % Previous Week
Open 1.4772 1.4745 -0.0027 -0.2% 1.4713
High 1.4772 1.4770 -0.0002 0.0% 1.4825
Low 1.4740 1.4745 0.0005 0.0% 1.4680
Close 1.4739 1.4762 0.0023 0.2% 1.4739
Range 0.0032 0.0025 -0.0007 -21.9% 0.0145
ATR 0.0082 0.0078 -0.0004 -4.4% 0.0000
Volume 258 242 -16 -6.2% 4,460
Daily Pivots for day following 04-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.4834 1.4823 1.4776
R3 1.4809 1.4798 1.4769
R2 1.4784 1.4784 1.4767
R1 1.4773 1.4773 1.4764 1.4779
PP 1.4759 1.4759 1.4759 1.4762
S1 1.4748 1.4748 1.4760 1.4754
S2 1.4734 1.4734 1.4757
S3 1.4709 1.4723 1.4755
S4 1.4684 1.4698 1.4748
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.5183 1.5106 1.4819
R3 1.5038 1.4961 1.4779
R2 1.4893 1.4893 1.4766
R1 1.4816 1.4816 1.4752 1.4855
PP 1.4748 1.4748 1.4748 1.4767
S1 1.4671 1.4671 1.4726 1.4710
S2 1.4603 1.4603 1.4712
S3 1.4458 1.4526 1.4699
S4 1.4313 1.4381 1.4659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4825 1.4680 0.0145 1.0% 0.0024 0.2% 57% False False 803
10 1.4825 1.4490 0.0335 2.3% 0.0028 0.2% 81% False False 897
20 1.4860 1.4490 0.0370 2.5% 0.0034 0.2% 74% False False 659
40 1.4860 1.4335 0.0525 3.6% 0.0028 0.2% 81% False False 425
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4876
2.618 1.4835
1.618 1.4810
1.000 1.4795
0.618 1.4785
HIGH 1.4770
0.618 1.4760
0.500 1.4758
0.382 1.4755
LOW 1.4745
0.618 1.4730
1.000 1.4720
1.618 1.4705
2.618 1.4680
4.250 1.4639
Fisher Pivots for day following 04-Feb-2008
Pivot 1 day 3 day
R1 1.4761 1.4769
PP 1.4759 1.4767
S1 1.4758 1.4764

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.