CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 14-Mar-2008
Day Change Summary
Previous Current
13-Mar-2008 14-Mar-2008 Change Change % Previous Week
Open 1.5519 1.5505 -0.0014 -0.1% 1.5292
High 1.5543 1.5620 0.0077 0.5% 1.5620
Low 1.5485 1.5470 -0.0015 -0.1% 1.5216
Close 1.5516 1.5590 0.0074 0.5% 1.5590
Range 0.0058 0.0150 0.0092 158.6% 0.0404
ATR 0.0099 0.0103 0.0004 3.6% 0.0000
Volume 125,074 208,392 83,318 66.6% 462,933
Daily Pivots for day following 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.6010 1.5950 1.5673
R3 1.5860 1.5800 1.5631
R2 1.5710 1.5710 1.5618
R1 1.5650 1.5650 1.5604 1.5680
PP 1.5560 1.5560 1.5560 1.5575
S1 1.5500 1.5500 1.5576 1.5530
S2 1.5410 1.5410 1.5563
S3 1.5260 1.5350 1.5549
S4 1.5110 1.5200 1.5508
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.6687 1.6543 1.5812
R3 1.6283 1.6139 1.5701
R2 1.5879 1.5879 1.5664
R1 1.5735 1.5735 1.5627 1.5807
PP 1.5475 1.5475 1.5475 1.5512
S1 1.5331 1.5331 1.5553 1.5403
S2 1.5071 1.5071 1.5516
S3 1.4667 1.4927 1.5479
S4 1.4263 1.4523 1.5368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5620 1.5216 0.0404 2.6% 0.0104 0.7% 93% True False 92,586
10 1.5620 1.5105 0.0515 3.3% 0.0094 0.6% 94% True False 49,153
20 1.5620 1.4580 0.1040 6.7% 0.0077 0.5% 97% True False 25,396
40 1.5620 1.4395 0.1225 7.9% 0.0057 0.4% 98% True False 13,041
60 1.5620 1.4335 0.1285 8.2% 0.0047 0.3% 98% True False 8,789
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6258
2.618 1.6013
1.618 1.5863
1.000 1.5770
0.618 1.5713
HIGH 1.5620
0.618 1.5563
0.500 1.5545
0.382 1.5527
LOW 1.5470
0.618 1.5377
1.000 1.5320
1.618 1.5227
2.618 1.5077
4.250 1.4833
Fisher Pivots for day following 14-Mar-2008
Pivot 1 day 3 day
R1 1.5575 1.5560
PP 1.5560 1.5529
S1 1.5545 1.5499

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

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