CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 17-Apr-2008
Day Change Summary
Previous Current
16-Apr-2008 17-Apr-2008 Change Change % Previous Week
Open 1.5887 1.5844 -0.0043 -0.3% 1.5637
High 1.5936 1.5903 -0.0033 -0.2% 1.5834
Low 1.5887 1.5835 -0.0052 -0.3% 1.5629
Close 1.5913 1.5849 -0.0064 -0.4% 1.5786
Range 0.0049 0.0068 0.0019 38.8% 0.0205
ATR 0.0118 0.0115 -0.0003 -2.4% 0.0000
Volume 173,721 203,898 30,177 17.4% 795,046
Daily Pivots for day following 17-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.6066 1.6026 1.5886
R3 1.5998 1.5958 1.5868
R2 1.5930 1.5930 1.5861
R1 1.5890 1.5890 1.5855 1.5910
PP 1.5862 1.5862 1.5862 1.5873
S1 1.5822 1.5822 1.5843 1.5842
S2 1.5794 1.5794 1.5837
S3 1.5726 1.5754 1.5830
S4 1.5658 1.5686 1.5812
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.6365 1.6280 1.5899
R3 1.6160 1.6075 1.5842
R2 1.5955 1.5955 1.5824
R1 1.5870 1.5870 1.5805 1.5913
PP 1.5750 1.5750 1.5750 1.5771
S1 1.5665 1.5665 1.5767 1.5708
S2 1.5545 1.5545 1.5748
S3 1.5340 1.5460 1.5730
S4 1.5135 1.5255 1.5673
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5936 1.5708 0.0228 1.4% 0.0066 0.4% 62% False False 190,568
10 1.5936 1.5629 0.0307 1.9% 0.0080 0.5% 72% False False 175,002
20 1.5936 1.5299 0.0637 4.0% 0.0087 0.5% 86% False False 180,346
40 1.5936 1.4675 0.1261 8.0% 0.0087 0.6% 93% False False 122,663
60 1.5936 1.4395 0.1541 9.7% 0.0069 0.4% 94% False False 82,015
80 1.5936 1.4357 0.1579 10.0% 0.0060 0.4% 94% False False 61,604
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6192
2.618 1.6081
1.618 1.6013
1.000 1.5971
0.618 1.5945
HIGH 1.5903
0.618 1.5877
0.500 1.5869
0.382 1.5861
LOW 1.5835
0.618 1.5793
1.000 1.5767
1.618 1.5725
2.618 1.5657
4.250 1.5546
Fisher Pivots for day following 17-Apr-2008
Pivot 1 day 3 day
R1 1.5869 1.5840
PP 1.5862 1.5831
S1 1.5856 1.5822

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

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