CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 1.5400 1.5319 -0.0081 -0.5% 1.5776
High 1.5445 1.5380 -0.0065 -0.4% 1.5776
Low 1.5390 1.5319 -0.0071 -0.5% 1.5319
Close 1.5419 1.5350 -0.0069 -0.4% 1.5350
Range 0.0055 0.0061 0.0006 10.9% 0.0457
ATR 0.0134 0.0132 -0.0002 -1.8% 0.0000
Volume 237,240 176,572 -60,668 -25.6% 1,295,681
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5533 1.5502 1.5384
R3 1.5472 1.5441 1.5367
R2 1.5411 1.5411 1.5361
R1 1.5380 1.5380 1.5356 1.5396
PP 1.5350 1.5350 1.5350 1.5357
S1 1.5319 1.5319 1.5344 1.5335
S2 1.5289 1.5289 1.5339
S3 1.5228 1.5258 1.5333
S4 1.5167 1.5197 1.5316
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.6853 1.6558 1.5601
R3 1.6396 1.6101 1.5476
R2 1.5939 1.5939 1.5434
R1 1.5644 1.5644 1.5392 1.5563
PP 1.5482 1.5482 1.5482 1.5441
S1 1.5187 1.5187 1.5308 1.5106
S2 1.5025 1.5025 1.5266
S3 1.4568 1.4730 1.5224
S4 1.4111 1.4273 1.5099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5776 1.5319 0.0457 3.0% 0.0088 0.6% 7% False True 259,136
10 1.5776 1.5319 0.0457 3.0% 0.0118 0.8% 7% False True 258,898
20 1.5776 1.5319 0.0457 3.0% 0.0097 0.6% 7% False True 238,340
40 1.5984 1.5288 0.0696 4.5% 0.0092 0.6% 9% False False 233,449
60 1.5984 1.5288 0.0696 4.5% 0.0090 0.6% 9% False False 215,748
80 1.5984 1.4675 0.1309 8.5% 0.0090 0.6% 52% False False 178,056
100 1.5984 1.4395 0.1589 10.4% 0.0078 0.5% 60% False False 142,589
120 1.5984 1.4357 0.1627 10.6% 0.0071 0.5% 61% False False 118,886
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5639
2.618 1.5540
1.618 1.5479
1.000 1.5441
0.618 1.5418
HIGH 1.5380
0.618 1.5357
0.500 1.5350
0.382 1.5342
LOW 1.5319
0.618 1.5281
1.000 1.5258
1.618 1.5220
2.618 1.5159
4.250 1.5060
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 1.5350 1.5447
PP 1.5350 1.5415
S1 1.5350 1.5382

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

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