CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 30-May-2008
Day Change Summary
Previous Current
29-May-2008 30-May-2008 Change Change % Previous Week
Open 1.5547 1.5498 -0.0049 -0.3% 1.5743
High 1.5575 1.5555 -0.0020 -0.1% 1.5743
Low 1.5476 1.5484 0.0008 0.1% 1.5476
Close 1.5497 1.5546 0.0049 0.3% 1.5546
Range 0.0099 0.0071 -0.0028 -28.3% 0.0267
ATR 0.0113 0.0110 -0.0003 -2.7% 0.0000
Volume 226,447 244,373 17,926 7.9% 861,945
Daily Pivots for day following 30-May-2008
Classic Woodie Camarilla DeMark
R4 1.5741 1.5715 1.5585
R3 1.5670 1.5644 1.5566
R2 1.5599 1.5599 1.5559
R1 1.5573 1.5573 1.5553 1.5586
PP 1.5528 1.5528 1.5528 1.5535
S1 1.5502 1.5502 1.5539 1.5515
S2 1.5457 1.5457 1.5533
S3 1.5386 1.5431 1.5526
S4 1.5315 1.5360 1.5507
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 1.6389 1.6235 1.5693
R3 1.6122 1.5968 1.5619
R2 1.5855 1.5855 1.5595
R1 1.5701 1.5701 1.5570 1.5645
PP 1.5588 1.5588 1.5588 1.5560
S1 1.5434 1.5434 1.5522 1.5378
S2 1.5321 1.5321 1.5497
S3 1.5054 1.5167 1.5473
S4 1.4787 1.4900 1.5399
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% 0.0067 0.4% 23% False False 209,134
10 1.5774 1.5430 0.0344 2.2% 0.0075 0.5% 34% False False 217,783
20 1.5774 1.5288 0.0486 3.1% 0.0081 0.5% 53% False False 216,472
40 1.5984 1.5288 0.0696 4.5% 0.0082 0.5% 37% False False 212,475
60 1.5984 1.5216 0.0768 4.9% 0.0088 0.6% 43% False False 193,884
80 1.5984 1.4395 0.1589 10.2% 0.0080 0.5% 72% False False 145,765
100 1.5984 1.4395 0.1589 10.2% 0.0071 0.5% 72% False False 116,742
120 1.5984 1.4335 0.1649 10.6% 0.0063 0.4% 73% False False 97,320
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5857
2.618 1.5741
1.618 1.5670
1.000 1.5626
0.618 1.5599
HIGH 1.5555
0.618 1.5528
0.500 1.5520
0.382 1.5511
LOW 1.5484
0.618 1.5440
1.000 1.5413
1.618 1.5369
2.618 1.5298
4.250 1.5182
Fisher Pivots for day following 30-May-2008
Pivot 1 day 3 day
R1 1.5537 1.5566
PP 1.5528 1.5559
S1 1.5520 1.5553

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

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