CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 03-Jun-2008
Day Change Summary
Previous Current
02-Jun-2008 03-Jun-2008 Change Change % Previous Week
Open 1.5450 1.5362 -0.0088 -0.6% 1.5611
High 1.5504 1.5518 0.0014 0.1% 1.5617
Low 1.5407 1.5330 -0.0077 -0.5% 1.5413
Close 1.5460 1.5385 -0.0075 -0.5% 1.5475
Range 0.0097 0.0188 0.0091 93.8% 0.0204
ATR 0.0094 0.0101 0.0007 7.1% 0.0000
Volume 2,430 3,444 1,014 41.7% 6,223
Daily Pivots for day following 03-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5975 1.5868 1.5488
R3 1.5787 1.5680 1.5437
R2 1.5599 1.5599 1.5419
R1 1.5492 1.5492 1.5402 1.5546
PP 1.5411 1.5411 1.5411 1.5438
S1 1.5304 1.5304 1.5368 1.5358
S2 1.5223 1.5223 1.5351
S3 1.5035 1.5116 1.5333
S4 1.4847 1.4928 1.5282
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 1.6114 1.5998 1.5587
R3 1.5910 1.5794 1.5531
R2 1.5706 1.5706 1.5512
R1 1.5590 1.5590 1.5494 1.5546
PP 1.5502 1.5502 1.5502 1.5480
S1 1.5386 1.5386 1.5456 1.5342
S2 1.5298 1.5298 1.5438
S3 1.5094 1.5182 1.5419
S4 1.4890 1.4978 1.5363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5575 1.5330 0.0245 1.6% 0.0084 0.5% 22% False True 2,271
10 1.5685 1.5330 0.0355 2.3% 0.0053 0.3% 15% False True 1,528
20 1.5685 1.5235 0.0450 2.9% 0.0055 0.4% 33% False False 1,154
40 1.5895 1.5235 0.0660 4.3% 0.0050 0.3% 23% False False 814
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 1.6317
2.618 1.6010
1.618 1.5822
1.000 1.5706
0.618 1.5634
HIGH 1.5518
0.618 1.5446
0.500 1.5424
0.382 1.5402
LOW 1.5330
0.618 1.5214
1.000 1.5142
1.618 1.5026
2.618 1.4838
4.250 1.4531
Fisher Pivots for day following 03-Jun-2008
Pivot 1 day 3 day
R1 1.5424 1.5424
PP 1.5411 1.5411
S1 1.5398 1.5398

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

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