CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 13-Mar-2008
Day Change Summary
Previous Current
12-Mar-2008 13-Mar-2008 Change Change % Previous Week
Open 1.5405 1.5519 0.0114 0.7% 1.5127
High 1.5458 1.5543 0.0085 0.5% 1.5370
Low 1.5378 1.5485 0.0107 0.7% 1.5105
Close 1.5455 1.5516 0.0061 0.4% 1.5281
Range 0.0080 0.0058 -0.0022 -27.5% 0.0265
ATR 0.0100 0.0099 -0.0001 -0.9% 0.0000
Volume 65,171 125,074 59,903 91.9% 28,598
Daily Pivots for day following 13-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.5689 1.5660 1.5548
R3 1.5631 1.5602 1.5532
R2 1.5573 1.5573 1.5527
R1 1.5544 1.5544 1.5521 1.5530
PP 1.5515 1.5515 1.5515 1.5507
S1 1.5486 1.5486 1.5511 1.5472
S2 1.5457 1.5457 1.5505
S3 1.5399 1.5428 1.5500
S4 1.5341 1.5370 1.5484
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.6047 1.5929 1.5427
R3 1.5782 1.5664 1.5354
R2 1.5517 1.5517 1.5330
R1 1.5399 1.5399 1.5305 1.5458
PP 1.5252 1.5252 1.5252 1.5282
S1 1.5134 1.5134 1.5257 1.5193
S2 1.4987 1.4987 1.5232
S3 1.4722 1.4869 1.5208
S4 1.4457 1.4604 1.5135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5543 1.5216 0.0327 2.1% 0.0097 0.6% 92% True False 53,499
10 1.5543 1.5100 0.0443 2.9% 0.0083 0.5% 94% True False 28,751
20 1.5543 1.4520 0.1023 6.6% 0.0073 0.5% 97% True False 14,989
40 1.5543 1.4395 0.1148 7.4% 0.0059 0.4% 98% True False 7,854
60 1.5543 1.4335 0.1208 7.8% 0.0045 0.3% 98% True False 5,318
Crabel Price Patterns
NR True
NR4 False
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5790
2.618 1.5695
1.618 1.5637
1.000 1.5601
0.618 1.5579
HIGH 1.5543
0.618 1.5521
0.500 1.5514
0.382 1.5507
LOW 1.5485
0.618 1.5449
1.000 1.5427
1.618 1.5391
2.618 1.5333
4.250 1.5239
Fisher Pivots for day following 13-Mar-2008
Pivot 1 day 3 day
R1 1.5515 1.5471
PP 1.5515 1.5425
S1 1.5514 1.5380

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

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