CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 25-Feb-2008
Day Change Summary
Previous Current
22-Feb-2008 25-Feb-2008 Change Change % Previous Week
Open 1.4766 1.4765 -0.0001 0.0% 1.4667
High 1.4795 1.4780 -0.0015 -0.1% 1.4795
Low 1.4765 1.4755 -0.0010 -0.1% 1.4580
Close 1.4766 1.4765 -0.0001 0.0% 1.4766
Range 0.0030 0.0025 -0.0005 -16.7% 0.0215
ATR 0.0079 0.0075 -0.0004 -4.9% 0.0000
Volume 789 1,201 412 52.2% 4,261
Daily Pivots for day following 25-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.4842 1.4828 1.4779
R3 1.4817 1.4803 1.4772
R2 1.4792 1.4792 1.4770
R1 1.4778 1.4778 1.4767 1.4778
PP 1.4767 1.4767 1.4767 1.4766
S1 1.4753 1.4753 1.4763 1.4753
S2 1.4742 1.4742 1.4760
S3 1.4717 1.4728 1.4758
S4 1.4692 1.4703 1.4751
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.5359 1.5277 1.4884
R3 1.5144 1.5062 1.4825
R2 1.4929 1.4929 1.4805
R1 1.4847 1.4847 1.4786 1.4888
PP 1.4714 1.4714 1.4714 1.4734
S1 1.4632 1.4632 1.4746 1.4673
S2 1.4499 1.4499 1.4727
S3 1.4284 1.4417 1.4707
S4 1.4069 1.4202 1.4648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4795 1.4580 0.0215 1.5% 0.0049 0.3% 86% False False 1,092
10 1.4795 1.4429 0.0366 2.5% 0.0042 0.3% 92% False False 725
20 1.4825 1.4395 0.0430 2.9% 0.0037 0.2% 86% False False 686
40 1.4860 1.4395 0.0465 3.1% 0.0036 0.2% 80% False False 617
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4886
2.618 1.4845
1.618 1.4820
1.000 1.4805
0.618 1.4795
HIGH 1.4780
0.618 1.4770
0.500 1.4768
0.382 1.4765
LOW 1.4755
0.618 1.4740
1.000 1.4730
1.618 1.4715
2.618 1.4690
4.250 1.4649
Fisher Pivots for day following 25-Feb-2008
Pivot 1 day 3 day
R1 1.4768 1.4755
PP 1.4767 1.4745
S1 1.4766 1.4735

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

View Archives - Comment on this page... - Back to Index of Symbols