CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 05-Mar-2008
Day Change Summary
Previous Current
04-Mar-2008 05-Mar-2008 Change Change % Previous Week
Open 1.5154 1.5140 -0.0014 -0.1% 1.4765
High 1.5170 1.5236 0.0066 0.4% 1.5166
Low 1.5133 1.5140 0.0007 0.0% 1.4755
Close 1.5146 1.5202 0.0056 0.4% 1.5132
Range 0.0037 0.0096 0.0059 159.5% 0.0411
ATR 0.0082 0.0083 0.0001 1.2% 0.0000
Volume 3,522 4,244 722 20.5% 11,656
Daily Pivots for day following 05-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.5481 1.5437 1.5255
R3 1.5385 1.5341 1.5228
R2 1.5289 1.5289 1.5220
R1 1.5245 1.5245 1.5211 1.5267
PP 1.5193 1.5193 1.5193 1.5204
S1 1.5149 1.5149 1.5193 1.5171
S2 1.5097 1.5097 1.5184
S3 1.5001 1.5053 1.5176
S4 1.4905 1.4957 1.5149
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.6251 1.6102 1.5358
R3 1.5840 1.5691 1.5245
R2 1.5429 1.5429 1.5207
R1 1.5280 1.5280 1.5170 1.5355
PP 1.5018 1.5018 1.5018 1.5055
S1 1.4869 1.4869 1.5094 1.4944
S2 1.4607 1.4607 1.5057
S3 1.4196 1.4458 1.5019
S4 1.3785 1.4047 1.4906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5236 1.5077 0.0159 1.0% 0.0072 0.5% 79% True False 3,516
10 1.5236 1.4675 0.0561 3.7% 0.0071 0.5% 94% True False 2,246
20 1.5236 1.4395 0.0841 5.5% 0.0056 0.4% 96% True False 1,407
40 1.5236 1.4395 0.0841 5.5% 0.0047 0.3% 96% True False 1,030
60 1.5236 1.4335 0.0901 5.9% 0.0038 0.2% 96% True False 756
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 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5644
2.618 1.5487
1.618 1.5391
1.000 1.5332
0.618 1.5295
HIGH 1.5236
0.618 1.5199
0.500 1.5188
0.382 1.5177
LOW 1.5140
0.618 1.5081
1.000 1.5044
1.618 1.4985
2.618 1.4889
4.250 1.4732
Fisher Pivots for day following 05-Mar-2008
Pivot 1 day 3 day
R1 1.5197 1.5192
PP 1.5193 1.5181
S1 1.5188 1.5171

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

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