CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 31-Mar-2008
Day Change Summary
Previous Current
28-Mar-2008 31-Mar-2008 Change Change % Previous Week
Open 1.5757 1.5750 -0.0007 0.0% 1.5366
High 1.5760 1.5842 0.0082 0.5% 1.5765
Low 1.5695 1.5716 0.0021 0.1% 1.5299
Close 1.5703 1.5729 0.0026 0.2% 1.5703
Range 0.0065 0.0126 0.0061 93.8% 0.0466
ATR 0.0119 0.0121 0.0001 1.2% 0.0000
Volume 182,881 148,124 -34,757 -19.0% 859,941
Daily Pivots for day following 31-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.6140 1.6061 1.5798
R3 1.6014 1.5935 1.5764
R2 1.5888 1.5888 1.5752
R1 1.5809 1.5809 1.5741 1.5786
PP 1.5762 1.5762 1.5762 1.5751
S1 1.5683 1.5683 1.5717 1.5660
S2 1.5636 1.5636 1.5706
S3 1.5510 1.5557 1.5694
S4 1.5384 1.5431 1.5660
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.6987 1.6811 1.5959
R3 1.6521 1.6345 1.5831
R2 1.6055 1.6055 1.5788
R1 1.5879 1.5879 1.5746 1.5967
PP 1.5589 1.5589 1.5589 1.5633
S1 1.5413 1.5413 1.5660 1.5501
S2 1.5123 1.5123 1.5618
S3 1.4657 1.4947 1.5575
S4 1.4191 1.4481 1.5447
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5842 1.5500 0.0342 2.2% 0.0090 0.6% 67% True False 159,059
10 1.5842 1.5299 0.0543 3.5% 0.0092 0.6% 79% True False 204,908
20 1.5842 1.5105 0.0737 4.7% 0.0093 0.6% 85% True False 127,030
40 1.5842 1.4395 0.1447 9.2% 0.0072 0.5% 92% True False 64,014
60 1.5842 1.4395 0.1447 9.2% 0.0059 0.4% 92% True False 42,892
80 1.5842 1.4335 0.1507 9.6% 0.0049 0.3% 93% True False 32,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6378
2.618 1.6172
1.618 1.6046
1.000 1.5968
0.618 1.5920
HIGH 1.5842
0.618 1.5794
0.500 1.5779
0.382 1.5764
LOW 1.5716
0.618 1.5638
1.000 1.5590
1.618 1.5512
2.618 1.5386
4.250 1.5181
Fisher Pivots for day following 31-Mar-2008
Pivot 1 day 3 day
R1 1.5779 1.5756
PP 1.5762 1.5747
S1 1.5746 1.5738

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

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