CME Euro FX Future June 2008

Trading Metrics calculated at close of trading on 07-Feb-2008

Day Change Summary
	Previous	Current
	06-Feb-2008	07-Feb-2008	Change	Change %	Previous Week
Open	1.4585	1.4466	-0.0119	-0.8%	1.4713
High	1.4597	1.4475	-0.0122	-0.8%	1.4825
Low	1.4560	1.4395	-0.0165	-1.1%	1.4680
Close	1.4562	1.4397	-0.0165	-1.1%	1.4739
Range	0.0037	0.0080	0.0043	116.2%	0.0145
ATR	0.0083	0.0089	0.0006	7.2%	0.0000
Volume	521	306	-215	-41.3%	4,460

Daily Pivots for day following 07-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4662	1.4610	1.4441
R3	1.4582	1.4530	1.4419
R2	1.4502	1.4502	1.4412
R1	1.4450	1.4450	1.4404	1.4436
PP	1.4422	1.4422	1.4422	1.4416
S1	1.4370	1.4370	1.4390	1.4356
S2	1.4342	1.4342	1.4382
S3	1.4262	1.4290	1.4375
S4	1.4182	1.4210	1.4353

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	1.4772	1.4395	0.0377	2.6%	0.0047	0.3%	1%	False	True	312
10	1.4825	1.4395	0.0430	3.0%	0.0035	0.2%	0%	False	True	647
20	1.4860	1.4395	0.0465	3.2%	0.0043	0.3%	0%	False	True	679
40	1.4860	1.4335	0.0525	3.6%	0.0031	0.2%	12%	False	False	446

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	0.0003
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.4815
2.618	1.4684
1.618	1.4604
1.000	1.4555
0.618	1.4524
HIGH	1.4475
0.618	1.4444
0.500	1.4435
0.382	1.4426
LOW	1.4395
0.618	1.4346
1.000	1.4315
1.618	1.4266
2.618	1.4186
4.250	1.4055

Fisher Pivots for day following 07-Feb-2008
Pivot	1 day	3 day
R1	1.4435	1.4510
PP	1.4422	1.4472
S1	1.4410	1.4435

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