CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 13-Feb-2008
Day Change Summary
Previous Current
12-Feb-2008 13-Feb-2008 Change Change % Previous Week
Open 1.4522 1.4487 -0.0035 -0.2% 1.4745
High 1.4540 1.4520 -0.0020 -0.1% 1.4770
Low 1.4522 1.4480 -0.0042 -0.3% 1.4395
Close 1.4530 1.4514 -0.0016 -0.1% 1.4446
Range 0.0018 0.0040 0.0022 122.2% 0.0375
ATR 0.0083 0.0081 -0.0002 -2.9% 0.0000
Volume 227 341 114 50.2% 2,018
Daily Pivots for day following 13-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.4625 1.4609 1.4536
R3 1.4585 1.4569 1.4525
R2 1.4545 1.4545 1.4521
R1 1.4529 1.4529 1.4518 1.4537
PP 1.4505 1.4505 1.4505 1.4509
S1 1.4489 1.4489 1.4510 1.4497
S2 1.4465 1.4465 1.4507
S3 1.4425 1.4449 1.4503
S4 1.4385 1.4409 1.4492
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 1.4540 1.4395 0.0145 1.0% 0.0037 0.3% 82% False False 416
10 1.4798 1.4395 0.0403 2.8% 0.0038 0.3% 30% False False 369
20 1.4825 1.4395 0.0430 3.0% 0.0045 0.3% 28% False False 720
40 1.4860 1.4335 0.0525 3.6% 0.0032 0.2% 34% False False 482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4690
2.618 1.4625
1.618 1.4585
1.000 1.4560
0.618 1.4545
HIGH 1.4520
0.618 1.4505
0.500 1.4500
0.382 1.4495
LOW 1.4480
0.618 1.4455
1.000 1.4440
1.618 1.4415
2.618 1.4375
4.250 1.4310
Fisher Pivots for day following 13-Feb-2008
Pivot 1 day 3 day
R1 1.4509 1.4504
PP 1.4505 1.4494
S1 1.4500 1.4485

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

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