CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 14-Feb-2008
Day Change Summary
Previous Current
13-Feb-2008 14-Feb-2008 Change Change % Previous Week
Open 1.4487 1.4580 0.0093 0.6% 1.4745
High 1.4520 1.4580 0.0060 0.4% 1.4770
Low 1.4480 1.4520 0.0040 0.3% 1.4395
Close 1.4514 1.4571 0.0057 0.4% 1.4446
Range 0.0040 0.0060 0.0020 50.0% 0.0375
ATR 0.0081 0.0080 -0.0001 -1.3% 0.0000
Volume 341 239 -102 -29.9% 2,018
Daily Pivots for day following 14-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.4737 1.4714 1.4604
R3 1.4677 1.4654 1.4588
R2 1.4617 1.4617 1.4582
R1 1.4594 1.4594 1.4577 1.4576
PP 1.4557 1.4557 1.4557 1.4548
S1 1.4534 1.4534 1.4566 1.4516
S2 1.4497 1.4497 1.4560
S3 1.4437 1.4474 1.4555
S4 1.4377 1.4414 1.4538
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 1.4580 1.4429 0.0151 1.0% 0.0033 0.2% 94% True False 403
10 1.4772 1.4395 0.0377 2.6% 0.0040 0.3% 47% False False 357
20 1.4825 1.4395 0.0430 3.0% 0.0037 0.3% 41% False False 686
40 1.4860 1.4335 0.0525 3.6% 0.0033 0.2% 45% False False 486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4835
2.618 1.4737
1.618 1.4677
1.000 1.4640
0.618 1.4617
HIGH 1.4580
0.618 1.4557
0.500 1.4550
0.382 1.4543
LOW 1.4520
0.618 1.4483
1.000 1.4460
1.618 1.4423
2.618 1.4363
4.250 1.4265
Fisher Pivots for day following 14-Feb-2008
Pivot 1 day 3 day
R1 1.4564 1.4557
PP 1.4557 1.4544
S1 1.4550 1.4530

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

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