CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 01-May-2008
Day Change Summary
Previous Current
30-Apr-2008 01-May-2008 Change Change % Previous Week
Open 1.5513 1.5485 -0.0028 -0.2% 1.5864
High 1.5610 1.5490 -0.0120 -0.8% 1.5984
Low 1.5500 1.5403 -0.0097 -0.6% 1.5558
Close 1.5609 1.5430 -0.0179 -1.1% 1.5562
Range 0.0110 0.0087 -0.0023 -20.9% 0.0426
ATR 0.0120 0.0126 0.0006 5.1% 0.0000
Volume 209,822 282,480 72,658 34.6% 1,302,948
Daily Pivots for day following 01-May-2008
Classic Woodie Camarilla DeMark
R4 1.5702 1.5653 1.5478
R3 1.5615 1.5566 1.5454
R2 1.5528 1.5528 1.5446
R1 1.5479 1.5479 1.5438 1.5460
PP 1.5441 1.5441 1.5441 1.5432
S1 1.5392 1.5392 1.5422 1.5373
S2 1.5354 1.5354 1.5414
S3 1.5267 1.5305 1.5406
S4 1.5180 1.5218 1.5382
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 1.5632 1.5403 0.0229 1.5% 0.0078 0.5% 12% False True 247,488
10 1.5984 1.5403 0.0581 3.8% 0.0088 0.6% 5% False True 241,955
20 1.5984 1.5403 0.0581 3.8% 0.0084 0.5% 5% False True 208,478
40 1.5984 1.5216 0.0768 5.0% 0.0092 0.6% 28% False False 182,590
60 1.5984 1.4395 0.1589 10.3% 0.0080 0.5% 65% False False 122,196
80 1.5984 1.4395 0.1589 10.3% 0.0069 0.4% 65% False False 91,810
100 1.5984 1.4335 0.1649 10.7% 0.0059 0.4% 66% False False 73,490
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5860
2.618 1.5718
1.618 1.5631
1.000 1.5577
0.618 1.5544
HIGH 1.5490
0.618 1.5457
0.500 1.5447
0.382 1.5436
LOW 1.5403
0.618 1.5349
1.000 1.5316
1.618 1.5262
2.618 1.5175
4.250 1.5033
Fisher Pivots for day following 01-May-2008
Pivot 1 day 3 day
R1 1.5447 1.5507
PP 1.5441 1.5481
S1 1.5436 1.5456

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

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