CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 29-May-2008
Day Change Summary
Previous Current
28-May-2008 29-May-2008 Change Change % Previous Week
Open 1.5625 1.5547 -0.0078 -0.5% 1.5556
High 1.5655 1.5575 -0.0080 -0.5% 1.5774
Low 1.5595 1.5476 -0.0119 -0.8% 1.5469
Close 1.5620 1.5497 -0.0123 -0.8% 1.5773
Range 0.0060 0.0099 0.0039 65.0% 0.0305
ATR 0.0111 0.0113 0.0002 2.1% 0.0000
Volume 228,545 226,447 -2,098 -0.9% 1,087,759
Daily Pivots for day following 29-May-2008
Classic Woodie Camarilla DeMark
R4 1.5813 1.5754 1.5551
R3 1.5714 1.5655 1.5524
R2 1.5615 1.5615 1.5515
R1 1.5556 1.5556 1.5506 1.5536
PP 1.5516 1.5516 1.5516 1.5506
S1 1.5457 1.5457 1.5488 1.5437
S2 1.5417 1.5417 1.5479
S3 1.5318 1.5358 1.5470
S4 1.5219 1.5259 1.5443
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 1.5476 0.0298 1.9% 0.0066 0.4% 7% False True 203,685
10 1.5774 1.5398 0.0376 2.4% 0.0078 0.5% 26% False False 212,857
20 1.5774 1.5288 0.0486 3.1% 0.0081 0.5% 43% False False 218,378
40 1.5984 1.5288 0.0696 4.5% 0.0085 0.5% 30% False False 211,282
60 1.5984 1.5140 0.0844 5.4% 0.0088 0.6% 42% False False 189,882
80 1.5984 1.4395 0.1589 10.3% 0.0080 0.5% 69% False False 142,713
100 1.5984 1.4395 0.1589 10.3% 0.0071 0.5% 69% False False 114,302
120 1.5984 1.4335 0.1649 10.6% 0.0062 0.4% 70% False False 95,284
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 0.0020
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.5996
2.618 1.5834
1.618 1.5735
1.000 1.5674
0.618 1.5636
HIGH 1.5575
0.618 1.5537
0.500 1.5526
0.382 1.5514
LOW 1.5476
0.618 1.5415
1.000 1.5377
1.618 1.5316
2.618 1.5217
4.250 1.5055
Fisher Pivots for day following 29-May-2008
Pivot 1 day 3 day
R1 1.5526 1.5610
PP 1.5516 1.5572
S1 1.5507 1.5535

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

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