CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 12-Feb-2008
Day Change Summary
Previous Current
11-Feb-2008 12-Feb-2008 Change Change % Previous Week
Open 1.4429 1.4522 0.0093 0.6% 1.4745
High 1.4454 1.4540 0.0086 0.6% 1.4770
Low 1.4429 1.4522 0.0093 0.6% 1.4395
Close 1.4452 1.4530 0.0078 0.5% 1.4446
Range 0.0025 0.0018 -0.0007 -28.0% 0.0375
ATR 0.0083 0.0083 0.0000 0.4% 0.0000
Volume 494 227 -267 -54.0% 2,018
Daily Pivots for day following 12-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.4585 1.4575 1.4540
R3 1.4567 1.4557 1.4535
R2 1.4549 1.4549 1.4533
R1 1.4539 1.4539 1.4532 1.4544
PP 1.4531 1.4531 1.4531 1.4533
S1 1.4521 1.4521 1.4528 1.4526
S2 1.4513 1.4513 1.4527
S3 1.4495 1.4503 1.4525
S4 1.4477 1.4485 1.4520
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 1.4597 1.4395 0.0202 1.4% 0.0036 0.3% 67% False False 452
10 1.4825 1.4395 0.0430 3.0% 0.0034 0.2% 31% False False 564
20 1.4860 1.4395 0.0465 3.2% 0.0046 0.3% 29% False False 721
40 1.4860 1.4335 0.0525 3.6% 0.0031 0.2% 37% False False 476
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.0003
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4617
2.618 1.4587
1.618 1.4569
1.000 1.4558
0.618 1.4551
HIGH 1.4540
0.618 1.4533
0.500 1.4531
0.382 1.4529
LOW 1.4522
0.618 1.4511
1.000 1.4504
1.618 1.4493
2.618 1.4475
4.250 1.4446
Fisher Pivots for day following 12-Feb-2008
Pivot 1 day 3 day
R1 1.4531 1.4515
PP 1.4531 1.4500
S1 1.4530 1.4485

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

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