CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 04-Jun-2008
Day Change Summary
Previous Current
03-Jun-2008 04-Jun-2008 Change Change % Previous Week
Open 1.5362 1.5371 0.0009 0.1% 1.5611
High 1.5518 1.5398 -0.0120 -0.8% 1.5617
Low 1.5330 1.5350 0.0020 0.1% 1.5413
Close 1.5385 1.5363 -0.0022 -0.1% 1.5475
Range 0.0188 0.0048 -0.0140 -74.5% 0.0204
ATR 0.0101 0.0097 -0.0004 -3.7% 0.0000
Volume 3,444 6,386 2,942 85.4% 6,223
Daily Pivots for day following 04-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5514 1.5487 1.5389
R3 1.5466 1.5439 1.5376
R2 1.5418 1.5418 1.5372
R1 1.5391 1.5391 1.5367 1.5381
PP 1.5370 1.5370 1.5370 1.5365
S1 1.5343 1.5343 1.5359 1.5333
S2 1.5322 1.5322 1.5354
S3 1.5274 1.5295 1.5350
S4 1.5226 1.5247 1.5337
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 1.5518 1.5330 0.0188 1.2% 0.0086 0.6% 18% False False 3,323
10 1.5685 1.5330 0.0355 2.3% 0.0058 0.4% 9% False False 2,093
20 1.5685 1.5235 0.0450 2.9% 0.0057 0.4% 28% False False 1,446
40 1.5895 1.5235 0.0660 4.3% 0.0051 0.3% 19% False False 971
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5602
2.618 1.5524
1.618 1.5476
1.000 1.5446
0.618 1.5428
HIGH 1.5398
0.618 1.5380
0.500 1.5374
0.382 1.5368
LOW 1.5350
0.618 1.5320
1.000 1.5302
1.618 1.5272
2.618 1.5224
4.250 1.5146
Fisher Pivots for day following 04-Jun-2008
Pivot 1 day 3 day
R1 1.5374 1.5424
PP 1.5370 1.5404
S1 1.5367 1.5383

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

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