CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 28-Apr-2008
Day Change Summary
Previous Current
25-Apr-2008 28-Apr-2008 Change Change % Previous Week
Open 1.5564 1.5586 0.0022 0.1% 1.5864
High 1.5632 1.5620 -0.0012 -0.1% 1.5984
Low 1.5558 1.5566 0.0008 0.1% 1.5558
Close 1.5562 1.5612 0.0050 0.3% 1.5562
Range 0.0074 0.0054 -0.0020 -27.0% 0.0426
ATR 0.0128 0.0123 -0.0005 -3.9% 0.0000
Volume 341,366 233,861 -107,505 -31.5% 1,302,948
Daily Pivots for day following 28-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.5761 1.5741 1.5642
R3 1.5707 1.5687 1.5627
R2 1.5653 1.5653 1.5622
R1 1.5633 1.5633 1.5617 1.5643
PP 1.5599 1.5599 1.5599 1.5605
S1 1.5579 1.5579 1.5607 1.5589
S2 1.5545 1.5545 1.5602
S3 1.5491 1.5525 1.5597
S4 1.5437 1.5471 1.5582
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.6979 1.6697 1.5796
R3 1.6553 1.6271 1.5679
R2 1.6127 1.6127 1.5640
R1 1.5845 1.5845 1.5601 1.5773
PP 1.5701 1.5701 1.5701 1.5666
S1 1.5419 1.5419 1.5523 1.5347
S2 1.5275 1.5275 1.5484
S3 1.4849 1.4993 1.5445
S4 1.4423 1.4567 1.5328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5984 1.5558 0.0426 2.7% 0.0092 0.6% 13% False False 247,558
10 1.5984 1.5558 0.0426 2.7% 0.0082 0.5% 13% False False 231,885
20 1.5984 1.5478 0.0506 3.2% 0.0089 0.6% 26% False False 205,484
40 1.5984 1.5105 0.0879 5.6% 0.0091 0.6% 58% False False 166,257
60 1.5984 1.4395 0.1589 10.2% 0.0077 0.5% 77% False False 111,171
80 1.5984 1.4395 0.1589 10.2% 0.0066 0.4% 77% False False 83,540
100 1.5984 1.4335 0.1649 10.6% 0.0057 0.4% 77% False False 66,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.5850
2.618 1.5761
1.618 1.5707
1.000 1.5674
0.618 1.5653
HIGH 1.5620
0.618 1.5599
0.500 1.5593
0.382 1.5587
LOW 1.5566
0.618 1.5533
1.000 1.5512
1.618 1.5479
2.618 1.5425
4.250 1.5337
Fisher Pivots for day following 28-Apr-2008
Pivot 1 day 3 day
R1 1.5606 1.5644
PP 1.5599 1.5633
S1 1.5593 1.5623

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

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