CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 12-May-2008
Day Change Summary
Previous Current
09-May-2008 12-May-2008 Change Change % Previous Week
Open 1.5439 1.5414 -0.0025 -0.2% 1.5430
High 1.5452 1.5544 0.0092 0.6% 1.5560
Low 1.5395 1.5414 0.0019 0.1% 1.5288
Close 1.5452 1.5512 0.0060 0.4% 1.5452
Range 0.0057 0.0130 0.0073 128.1% 0.0272
ATR 0.0121 0.0121 0.0001 0.6% 0.0000
Volume 289,995 179,763 -110,232 -38.0% 1,118,993
Daily Pivots for day following 12-May-2008
Classic Woodie Camarilla DeMark
R4 1.5880 1.5826 1.5584
R3 1.5750 1.5696 1.5548
R2 1.5620 1.5620 1.5536
R1 1.5566 1.5566 1.5524 1.5593
PP 1.5490 1.5490 1.5490 1.5504
S1 1.5436 1.5436 1.5500 1.5463
S2 1.5360 1.5360 1.5488
S3 1.5230 1.5306 1.5476
S4 1.5100 1.5176 1.5441
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 1.6249 1.6123 1.5602
R3 1.5977 1.5851 1.5527
R2 1.5705 1.5705 1.5502
R1 1.5579 1.5579 1.5477 1.5642
PP 1.5433 1.5433 1.5433 1.5465
S1 1.5307 1.5307 1.5427 1.5370
S2 1.5161 1.5161 1.5402
S3 1.4889 1.5035 1.5377
S4 1.4617 1.4763 1.5302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5560 1.5288 0.0272 1.8% 0.0087 0.6% 82% False False 206,148
10 1.5610 1.5288 0.0322 2.1% 0.0089 0.6% 70% False False 217,713
20 1.5984 1.5288 0.0696 4.5% 0.0086 0.6% 32% False False 224,799
40 1.5984 1.5288 0.0696 4.5% 0.0090 0.6% 32% False False 208,397
60 1.5984 1.4580 0.1404 9.1% 0.0086 0.6% 66% False False 147,397
80 1.5984 1.4395 0.1589 10.2% 0.0073 0.5% 70% False False 110,719
100 1.5984 1.4335 0.1649 10.6% 0.0064 0.4% 71% False False 88,632
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 0.0011
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.6097
2.618 1.5884
1.618 1.5754
1.000 1.5674
0.618 1.5624
HIGH 1.5544
0.618 1.5494
0.500 1.5479
0.382 1.5464
LOW 1.5414
0.618 1.5334
1.000 1.5284
1.618 1.5204
2.618 1.5074
4.250 1.4862
Fisher Pivots for day following 12-May-2008
Pivot 1 day 3 day
R1 1.5501 1.5480
PP 1.5490 1.5448
S1 1.5479 1.5416

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

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