CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 07-Apr-2008
Day Change Summary
Previous Current
04-Apr-2008 07-Apr-2008 Change Change % Previous Week
Open 1.5600 1.5581 -0.0019 -0.1% 1.5665
High 1.5615 1.5575 -0.0040 -0.3% 1.5755
Low 1.5575 1.5575 0.0000 0.0% 1.5410
Close 1.5592 1.5581 -0.0011 -0.1% 1.5592
Range 0.0040 0.0000 -0.0040 -100.0% 0.0345
ATR 0.0114 0.0107 -0.0007 -6.1% 0.0000
Volume 102 62 -40 -39.2% 1,043
Daily Pivots for day following 07-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.5577 1.5579 1.5581
R3 1.5577 1.5579 1.5581
R2 1.5577 1.5577 1.5581
R1 1.5579 1.5579 1.5581 1.5581
PP 1.5577 1.5577 1.5577 1.5578
S1 1.5579 1.5579 1.5581 1.5581
S2 1.5577 1.5577 1.5581
S3 1.5577 1.5579 1.5581
S4 1.5577 1.5579 1.5581
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.6621 1.6451 1.5782
R3 1.6276 1.6106 1.5687
R2 1.5931 1.5931 1.5655
R1 1.5761 1.5761 1.5624 1.5674
PP 1.5586 1.5586 1.5586 1.5542
S1 1.5416 1.5416 1.5560 1.5329
S2 1.5241 1.5241 1.5529
S3 1.4896 1.5071 1.5497
S4 1.4551 1.4726 1.5402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5615 1.5410 0.0205 1.3% 0.0061 0.4% 83% False False 148
10 1.5755 1.5410 0.0345 2.2% 0.0065 0.4% 50% False False 336
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.5575
2.618 1.5575
1.618 1.5575
1.000 1.5575
0.618 1.5575
HIGH 1.5575
0.618 1.5575
0.500 1.5575
0.382 1.5575
LOW 1.5575
0.618 1.5575
1.000 1.5575
1.618 1.5575
2.618 1.5575
4.250 1.5575
Fisher Pivots for day following 07-Apr-2008
Pivot 1 day 3 day
R1 1.5579 1.5558
PP 1.5577 1.5535
S1 1.5575 1.5513

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

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