CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 23-May-2008
Day Change Summary
Previous Current
22-May-2008 23-May-2008 Change Change % Previous Week
Open 1.5738 1.5727 -0.0011 -0.1% 1.5556
High 1.5742 1.5774 0.0032 0.2% 1.5774
Low 1.5676 1.5727 0.0051 0.3% 1.5469
Close 1.5681 1.5773 0.0092 0.6% 1.5773
Range 0.0066 0.0047 -0.0019 -28.8% 0.0305
ATR 0.0116 0.0114 -0.0002 -1.4% 0.0000
Volume 217,125 183,729 -33,396 -15.4% 1,087,759
Daily Pivots for day following 23-May-2008
Classic Woodie Camarilla DeMark
R4 1.5899 1.5883 1.5799
R3 1.5852 1.5836 1.5786
R2 1.5805 1.5805 1.5782
R1 1.5789 1.5789 1.5777 1.5797
PP 1.5758 1.5758 1.5758 1.5762
S1 1.5742 1.5742 1.5769 1.5750
S2 1.5711 1.5711 1.5764
S3 1.5664 1.5695 1.5760
S4 1.5617 1.5648 1.5747
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 1.6587 1.6485 1.5941
R3 1.6282 1.6180 1.5857
R2 1.5977 1.5977 1.5829
R1 1.5875 1.5875 1.5801 1.5926
PP 1.5672 1.5672 1.5672 1.5698
S1 1.5570 1.5570 1.5745 1.5621
S2 1.5367 1.5367 1.5717
S3 1.5062 1.5265 1.5689
S4 1.4757 1.4960 1.5605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5774 1.5469 0.0305 1.9% 0.0065 0.4% 100% True False 217,551
10 1.5774 1.5398 0.0376 2.4% 0.0082 0.5% 100% True False 213,235
20 1.5774 1.5288 0.0486 3.1% 0.0082 0.5% 100% True False 218,179
40 1.5984 1.5288 0.0696 4.4% 0.0087 0.6% 70% False False 209,688
60 1.5984 1.5100 0.0884 5.6% 0.0088 0.6% 76% False False 179,740
80 1.5984 1.4395 0.1589 10.1% 0.0078 0.5% 87% False False 135,004
100 1.5984 1.4395 0.1589 10.1% 0.0069 0.4% 87% False False 108,150
120 1.5984 1.4335 0.1649 10.5% 0.0061 0.4% 87% False False 90,138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5974
2.618 1.5897
1.618 1.5850
1.000 1.5821
0.618 1.5803
HIGH 1.5774
0.618 1.5756
0.500 1.5751
0.382 1.5745
LOW 1.5727
0.618 1.5698
1.000 1.5680
1.618 1.5651
2.618 1.5604
4.250 1.5527
Fisher Pivots for day following 23-May-2008
Pivot 1 day 3 day
R1 1.5766 1.5757
PP 1.5758 1.5741
S1 1.5751 1.5725

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

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