CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 01-Apr-2008
Day Change Summary
Previous Current
31-Mar-2008 01-Apr-2008 Change Change % Previous Week
Open 1.5750 1.5611 -0.0139 -0.9% 1.5366
High 1.5842 1.5616 -0.0226 -1.4% 1.5765
Low 1.5716 1.5512 -0.0204 -1.3% 1.5299
Close 1.5729 1.5548 -0.0181 -1.2% 1.5703
Range 0.0126 0.0104 -0.0022 -17.5% 0.0466
ATR 0.0121 0.0128 0.0007 5.7% 0.0000
Volume 148,124 184,774 36,650 24.7% 859,941
Daily Pivots for day following 01-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.5871 1.5813 1.5605
R3 1.5767 1.5709 1.5577
R2 1.5663 1.5663 1.5567
R1 1.5605 1.5605 1.5558 1.5582
PP 1.5559 1.5559 1.5559 1.5547
S1 1.5501 1.5501 1.5538 1.5478
S2 1.5455 1.5455 1.5529
S3 1.5351 1.5397 1.5519
S4 1.5247 1.5293 1.5491
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 1.5512 0.0330 2.1% 0.0100 0.6% 11% False True 176,637
10 1.5842 1.5299 0.0543 3.5% 0.0093 0.6% 46% False False 194,131
20 1.5842 1.5133 0.0709 4.6% 0.0093 0.6% 59% False False 136,212
40 1.5842 1.4395 0.1447 9.3% 0.0073 0.5% 80% False False 68,627
60 1.5842 1.4395 0.1447 9.3% 0.0060 0.4% 80% False False 45,970
80 1.5842 1.4335 0.1507 9.7% 0.0050 0.3% 80% False False 34,523
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6058
2.618 1.5888
1.618 1.5784
1.000 1.5720
0.618 1.5680
HIGH 1.5616
0.618 1.5576
0.500 1.5564
0.382 1.5552
LOW 1.5512
0.618 1.5448
1.000 1.5408
1.618 1.5344
2.618 1.5240
4.250 1.5070
Fisher Pivots for day following 01-Apr-2008
Pivot 1 day 3 day
R1 1.5564 1.5677
PP 1.5559 1.5634
S1 1.5553 1.5591

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

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