CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 05-Feb-2008
Day Change Summary
Previous Current
04-Feb-2008 05-Feb-2008 Change Change % Previous Week
Open 1.4745 1.4586 -0.0159 -1.1% 1.4713
High 1.4770 1.4625 -0.0145 -1.0% 1.4825
Low 1.4745 1.4565 -0.0180 -1.2% 1.4680
Close 1.4762 1.4586 -0.0176 -1.2% 1.4739
Range 0.0025 0.0060 0.0035 140.0% 0.0145
ATR 0.0078 0.0087 0.0008 10.8% 0.0000
Volume 242 235 -7 -2.9% 4,460
Daily Pivots for day following 05-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.4772 1.4739 1.4619
R3 1.4712 1.4679 1.4603
R2 1.4652 1.4652 1.4597
R1 1.4619 1.4619 1.4592 1.4616
PP 1.4592 1.4592 1.4592 1.4591
S1 1.4559 1.4559 1.4581 1.4556
S2 1.4532 1.4532 1.4575
S3 1.4472 1.4499 1.4570
S4 1.4412 1.4439 1.4553
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 1.4565 0.0260 1.8% 0.0032 0.2% 8% False True 676
10 1.4825 1.4495 0.0330 2.3% 0.0026 0.2% 28% False False 871
20 1.4860 1.4490 0.0370 2.5% 0.0037 0.3% 26% False False 653
40 1.4860 1.4335 0.0525 3.6% 0.0028 0.2% 48% False False 431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.4880
2.618 1.4782
1.618 1.4722
1.000 1.4685
0.618 1.4662
HIGH 1.4625
0.618 1.4602
0.500 1.4595
0.382 1.4588
LOW 1.4565
0.618 1.4528
1.000 1.4505
1.618 1.4468
2.618 1.4408
4.250 1.4310
Fisher Pivots for day following 05-Feb-2008
Pivot 1 day 3 day
R1 1.4595 1.4669
PP 1.4592 1.4641
S1 1.4589 1.4614

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

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