CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 24-Mar-2008
Day Change Summary
Previous Current
20-Mar-2008 24-Mar-2008 Change Change % Previous Week
Open 1.5369 1.5366 -0.0003 0.0% 1.5694
High 1.5390 1.5380 -0.0010 -0.1% 1.5729
Low 1.5339 1.5299 -0.0040 -0.3% 1.5339
Close 1.5361 1.5351 -0.0010 -0.1% 1.5361
Range 0.0051 0.0081 0.0030 58.8% 0.0390
ATR 0.0114 0.0112 -0.0002 -2.1% 0.0000
Volume 246,508 212,770 -33,738 -13.7% 1,041,018
Daily Pivots for day following 24-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.5586 1.5550 1.5396
R3 1.5505 1.5469 1.5373
R2 1.5424 1.5424 1.5366
R1 1.5388 1.5388 1.5358 1.5366
PP 1.5343 1.5343 1.5343 1.5332
S1 1.5307 1.5307 1.5344 1.5285
S2 1.5262 1.5262 1.5336
S3 1.5181 1.5226 1.5329
S4 1.5100 1.5145 1.5306
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.6646 1.6394 1.5576
R3 1.6256 1.6004 1.5468
R2 1.5866 1.5866 1.5433
R1 1.5614 1.5614 1.5397 1.5545
PP 1.5476 1.5476 1.5476 1.5442
S1 1.5224 1.5224 1.5325 1.5155
S2 1.5086 1.5086 1.5290
S3 1.4696 1.4834 1.5254
S4 1.4306 1.4444 1.5147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5729 1.5299 0.0430 2.8% 0.0094 0.6% 12% False True 250,757
10 1.5729 1.5216 0.0513 3.3% 0.0099 0.6% 26% False False 171,672
20 1.5729 1.4755 0.0974 6.3% 0.0088 0.6% 61% False False 87,848
40 1.5729 1.4395 0.1334 8.7% 0.0063 0.4% 72% False False 44,255
60 1.5729 1.4395 0.1334 8.7% 0.0053 0.3% 72% False False 29,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5724
2.618 1.5592
1.618 1.5511
1.000 1.5461
0.618 1.5430
HIGH 1.5380
0.618 1.5349
0.500 1.5340
0.382 1.5330
LOW 1.5299
0.618 1.5249
1.000 1.5218
1.618 1.5168
2.618 1.5087
4.250 1.4955
Fisher Pivots for day following 24-Mar-2008
Pivot 1 day 3 day
R1 1.5347 1.5482
PP 1.5343 1.5438
S1 1.5340 1.5395

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

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