CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 11-Apr-2008
Day Change Summary
Previous Current
10-Apr-2008 11-Apr-2008 Change Change % Previous Week
Open 1.5655 1.5705 0.0050 0.3% 1.5581
High 1.5720 1.5705 -0.0015 -0.1% 1.5720
Low 1.5600 1.5670 0.0070 0.4% 1.5575
Close 1.5619 1.5705 0.0086 0.6% 1.5705
Range 0.0120 0.0035 -0.0085 -70.8% 0.0145
ATR 0.0104 0.0102 -0.0001 -1.2% 0.0000
Volume 240 216 -24 -10.0% 894
Daily Pivots for day following 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.5798 1.5787 1.5724
R3 1.5763 1.5752 1.5715
R2 1.5728 1.5728 1.5711
R1 1.5717 1.5717 1.5708 1.5723
PP 1.5693 1.5693 1.5693 1.5696
S1 1.5682 1.5682 1.5702 1.5688
S2 1.5658 1.5658 1.5699
S3 1.5623 1.5647 1.5695
S4 1.5588 1.5612 1.5686
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.6102 1.6048 1.5785
R3 1.5957 1.5903 1.5745
R2 1.5812 1.5812 1.5732
R1 1.5758 1.5758 1.5718 1.5785
PP 1.5667 1.5667 1.5667 1.5680
S1 1.5613 1.5613 1.5692 1.5640
S2 1.5522 1.5522 1.5678
S3 1.5377 1.5468 1.5665
S4 1.5232 1.5323 1.5625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5720 1.5575 0.0145 0.9% 0.0034 0.2% 90% False False 178
10 1.5755 1.5410 0.0345 2.2% 0.0058 0.4% 86% False False 193
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5854
2.618 1.5797
1.618 1.5762
1.000 1.5740
0.618 1.5727
HIGH 1.5705
0.618 1.5692
0.500 1.5688
0.382 1.5683
LOW 1.5670
0.618 1.5648
1.000 1.5635
1.618 1.5613
2.618 1.5578
4.250 1.5521
Fisher Pivots for day following 11-Apr-2008
Pivot 1 day 3 day
R1 1.5699 1.5690
PP 1.5693 1.5675
S1 1.5688 1.5660

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

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