CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 1.5648 1.5369 -0.0279 -1.8% 1.5292
High 1.5665 1.5390 -0.0275 -1.8% 1.5620
Low 1.5516 1.5339 -0.0177 -1.1% 1.5216
Close 1.5544 1.5361 -0.0183 -1.2% 1.5590
Range 0.0149 0.0051 -0.0098 -65.8% 0.0404
ATR 0.0107 0.0114 0.0007 6.5% 0.0000
Volume 251,838 246,508 -5,330 -2.1% 462,933
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.5516 1.5490 1.5389
R3 1.5465 1.5439 1.5375
R2 1.5414 1.5414 1.5370
R1 1.5388 1.5388 1.5366 1.5376
PP 1.5363 1.5363 1.5363 1.5357
S1 1.5337 1.5337 1.5356 1.5325
S2 1.5312 1.5312 1.5352
S3 1.5261 1.5286 1.5347
S4 1.5210 1.5235 1.5333
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 1.5729 1.5339 0.0390 2.5% 0.0108 0.7% 6% False True 249,882
10 1.5729 1.5216 0.0513 3.3% 0.0103 0.7% 28% False False 151,690
20 1.5729 1.4755 0.0974 6.3% 0.0086 0.6% 62% False False 77,249
40 1.5729 1.4395 0.1334 8.7% 0.0061 0.4% 72% False False 38,987
60 1.5729 1.4395 0.1334 8.7% 0.0052 0.3% 72% False False 26,129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5607
2.618 1.5524
1.618 1.5473
1.000 1.5441
0.618 1.5422
HIGH 1.5390
0.618 1.5371
0.500 1.5365
0.382 1.5358
LOW 1.5339
0.618 1.5307
1.000 1.5288
1.618 1.5256
2.618 1.5205
4.250 1.5122
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 1.5365 1.5534
PP 1.5363 1.5476
S1 1.5362 1.5419

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

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