CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 26-Feb-2008
Day Change Summary
Previous Current
25-Feb-2008 26-Feb-2008 Change Change % Previous Week
Open 1.4765 1.4822 0.0057 0.4% 1.4667
High 1.4780 1.4914 0.0134 0.9% 1.4795
Low 1.4755 1.4822 0.0067 0.5% 1.4580
Close 1.4765 1.4911 0.0146 1.0% 1.4766
Range 0.0025 0.0092 0.0067 268.0% 0.0215
ATR 0.0075 0.0080 0.0005 7.1% 0.0000
Volume 1,201 492 -709 -59.0% 4,261
Daily Pivots for day following 26-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.5158 1.5127 1.4962
R3 1.5066 1.5035 1.4936
R2 1.4974 1.4974 1.4928
R1 1.4943 1.4943 1.4919 1.4959
PP 1.4882 1.4882 1.4882 1.4890
S1 1.4851 1.4851 1.4903 1.4867
S2 1.4790 1.4790 1.4894
S3 1.4698 1.4759 1.4886
S4 1.4606 1.4667 1.4860
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 1.4914 1.4580 0.0334 2.2% 0.0064 0.4% 99% True False 940
10 1.4914 1.4480 0.0434 2.9% 0.0049 0.3% 99% True False 724
20 1.4914 1.4395 0.0519 3.5% 0.0041 0.3% 99% True False 676
40 1.4914 1.4395 0.0519 3.5% 0.0037 0.2% 99% True False 628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.5305
2.618 1.5155
1.618 1.5063
1.000 1.5006
0.618 1.4971
HIGH 1.4914
0.618 1.4879
0.500 1.4868
0.382 1.4857
LOW 1.4822
0.618 1.4765
1.000 1.4730
1.618 1.4673
2.618 1.4581
4.250 1.4431
Fisher Pivots for day following 26-Feb-2008
Pivot 1 day 3 day
R1 1.4897 1.4886
PP 1.4882 1.4860
S1 1.4868 1.4835

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

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