CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 11-Feb-2008
Day Change Summary
Previous Current
08-Feb-2008 11-Feb-2008 Change Change % Previous Week
Open 1.4446 1.4429 -0.0017 -0.1% 1.4745
High 1.4460 1.4454 -0.0006 0.0% 1.4770
Low 1.4438 1.4429 -0.0009 -0.1% 1.4395
Close 1.4446 1.4452 0.0006 0.0% 1.4446
Range 0.0022 0.0025 0.0003 13.6% 0.0375
ATR 0.0087 0.0083 -0.0004 -5.1% 0.0000
Volume 714 494 -220 -30.8% 2,018
Daily Pivots for day following 11-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.4520 1.4511 1.4466
R3 1.4495 1.4486 1.4459
R2 1.4470 1.4470 1.4457
R1 1.4461 1.4461 1.4454 1.4466
PP 1.4445 1.4445 1.4445 1.4447
S1 1.4436 1.4436 1.4450 1.4441
S2 1.4420 1.4420 1.4447
S3 1.4395 1.4411 1.4445
S4 1.4370 1.4386 1.4438
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.5662 1.5429 1.4652
R3 1.5287 1.5054 1.4549
R2 1.4912 1.4912 1.4515
R1 1.4679 1.4679 1.4480 1.4608
PP 1.4537 1.4537 1.4537 1.4502
S1 1.4304 1.4304 1.4412 1.4233
S2 1.4162 1.4162 1.4377
S3 1.3787 1.3929 1.4343
S4 1.3412 1.3554 1.4240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4625 1.4395 0.0230 1.6% 0.0045 0.3% 25% False False 454
10 1.4825 1.4395 0.0430 3.0% 0.0034 0.2% 13% False False 628
20 1.4860 1.4395 0.0465 3.2% 0.0045 0.3% 12% False False 716
40 1.4860 1.4335 0.0525 3.6% 0.0032 0.2% 22% False False 473
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4560
2.618 1.4519
1.618 1.4494
1.000 1.4479
0.618 1.4469
HIGH 1.4454
0.618 1.4444
0.500 1.4442
0.382 1.4439
LOW 1.4429
0.618 1.4414
1.000 1.4404
1.618 1.4389
2.618 1.4364
4.250 1.4323
Fisher Pivots for day following 11-Feb-2008
Pivot 1 day 3 day
R1 1.4449 1.4446
PP 1.4445 1.4441
S1 1.4442 1.4435

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

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