CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 22-May-2008
Day Change Summary
Previous Current
21-May-2008 22-May-2008 Change Change % Previous Week
Open 1.5735 1.5738 0.0003 0.0% 1.5414
High 1.5767 1.5742 -0.0025 -0.2% 1.5573
Low 1.5712 1.5676 -0.0036 -0.2% 1.5398
Close 1.5759 1.5681 -0.0078 -0.5% 1.5558
Range 0.0055 0.0066 0.0011 20.0% 0.0175
ATR 0.0118 0.0116 -0.0003 -2.1% 0.0000
Volume 238,387 217,125 -21,262 -8.9% 1,044,593
Daily Pivots for day following 22-May-2008
Classic Woodie Camarilla DeMark
R4 1.5898 1.5855 1.5717
R3 1.5832 1.5789 1.5699
R2 1.5766 1.5766 1.5693
R1 1.5723 1.5723 1.5687 1.5712
PP 1.5700 1.5700 1.5700 1.5694
S1 1.5657 1.5657 1.5675 1.5646
S2 1.5634 1.5634 1.5669
S3 1.5568 1.5591 1.5663
S4 1.5502 1.5525 1.5645
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 1.6035 1.5971 1.5654
R3 1.5860 1.5796 1.5606
R2 1.5685 1.5685 1.5590
R1 1.5621 1.5621 1.5574 1.5653
PP 1.5510 1.5510 1.5510 1.5526
S1 1.5446 1.5446 1.5542 1.5478
S2 1.5335 1.5335 1.5526
S3 1.5160 1.5271 1.5510
S4 1.4985 1.5096 1.5462
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5767 1.5430 0.0337 2.1% 0.0084 0.5% 74% False False 226,432
10 1.5767 1.5395 0.0372 2.4% 0.0083 0.5% 77% False False 223,861
20 1.5767 1.5288 0.0479 3.1% 0.0083 0.5% 82% False False 226,061
40 1.5984 1.5288 0.0696 4.4% 0.0088 0.6% 56% False False 209,667
60 1.5984 1.5077 0.0907 5.8% 0.0088 0.6% 67% False False 176,749
80 1.5984 1.4395 0.1589 10.1% 0.0078 0.5% 81% False False 132,736
100 1.5984 1.4395 0.1589 10.1% 0.0069 0.4% 81% False False 106,313
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6023
2.618 1.5915
1.618 1.5849
1.000 1.5808
0.618 1.5783
HIGH 1.5742
0.618 1.5717
0.500 1.5709
0.382 1.5701
LOW 1.5676
0.618 1.5635
1.000 1.5610
1.618 1.5569
2.618 1.5503
4.250 1.5396
Fisher Pivots for day following 22-May-2008
Pivot 1 day 3 day
R1 1.5709 1.5684
PP 1.5700 1.5683
S1 1.5690 1.5682

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

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