CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 09-Apr-2008
Day Change Summary
Previous Current
08-Apr-2008 09-Apr-2008 Change Change % Previous Week
Open 1.5593 1.5697 0.0104 0.7% 1.5665
High 1.5593 1.5720 0.0127 0.8% 1.5755
Low 1.5593 1.5705 0.0112 0.7% 1.5410
Close 1.5593 1.5697 0.0104 0.7% 1.5592
Range 0.0000 0.0015 0.0015 0.0345
ATR 0.0101 0.0103 0.0002 1.9% 0.0000
Volume 114 262 148 129.8% 1,043
Daily Pivots for day following 09-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.5752 1.5740 1.5705
R3 1.5737 1.5725 1.5701
R2 1.5722 1.5722 1.5700
R1 1.5710 1.5710 1.5698 1.5705
PP 1.5707 1.5707 1.5707 1.5705
S1 1.5695 1.5695 1.5696 1.5690
S2 1.5692 1.5692 1.5694
S3 1.5677 1.5680 1.5693
S4 1.5662 1.5665 1.5689
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 1.5720 1.5410 0.0310 2.0% 0.0039 0.2% 93% True False 145
10 1.5755 1.5410 0.0345 2.2% 0.0054 0.3% 83% False False 255
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5784
2.618 1.5759
1.618 1.5744
1.000 1.5735
0.618 1.5729
HIGH 1.5720
0.618 1.5714
0.500 1.5713
0.382 1.5711
LOW 1.5705
0.618 1.5696
1.000 1.5690
1.618 1.5681
2.618 1.5666
4.250 1.5641
Fisher Pivots for day following 09-Apr-2008
Pivot 1 day 3 day
R1 1.5713 1.5681
PP 1.5707 1.5664
S1 1.5702 1.5648

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

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