CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 17-Mar-2008
Day Change Summary
Previous Current
14-Mar-2008 17-Mar-2008 Change Change % Previous Week
Open 1.5505 1.5694 0.0189 1.2% 1.5292
High 1.5620 1.5716 0.0096 0.6% 1.5620
Low 1.5470 1.5620 0.0150 1.0% 1.5216
Close 1.5590 1.5655 0.0065 0.4% 1.5590
Range 0.0150 0.0096 -0.0054 -36.0% 0.0404
ATR 0.0103 0.0105 0.0002 1.6% 0.0000
Volume 208,392 292,542 84,150 40.4% 462,933
Daily Pivots for day following 17-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.5952 1.5899 1.5708
R3 1.5856 1.5803 1.5681
R2 1.5760 1.5760 1.5673
R1 1.5707 1.5707 1.5664 1.5686
PP 1.5664 1.5664 1.5664 1.5653
S1 1.5611 1.5611 1.5646 1.5590
S2 1.5568 1.5568 1.5637
S3 1.5472 1.5515 1.5629
S4 1.5376 1.5419 1.5602
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 1.5716 1.5216 0.0500 3.2% 0.0112 0.7% 88% True False 146,982
10 1.5716 1.5133 0.0583 3.7% 0.0094 0.6% 90% True False 78,293
20 1.5716 1.4580 0.1136 7.3% 0.0081 0.5% 95% True False 39,999
40 1.5716 1.4395 0.1321 8.4% 0.0058 0.4% 95% True False 20,329
60 1.5716 1.4335 0.1381 8.8% 0.0049 0.3% 96% True False 13,664
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6124
2.618 1.5967
1.618 1.5871
1.000 1.5812
0.618 1.5775
HIGH 1.5716
0.618 1.5679
0.500 1.5668
0.382 1.5657
LOW 1.5620
0.618 1.5561
1.000 1.5524
1.618 1.5465
2.618 1.5369
4.250 1.5212
Fisher Pivots for day following 17-Mar-2008
Pivot 1 day 3 day
R1 1.5668 1.5634
PP 1.5664 1.5614
S1 1.5659 1.5593

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

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