CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 1.5689 1.5698 0.0009 0.1% 1.5446
High 1.5722 1.5730 0.0008 0.1% 1.5722
Low 1.5670 1.5675 0.0005 0.0% 1.5402
Close 1.5712 1.5690 -0.0022 -0.1% 1.5712
Range 0.0052 0.0055 0.0003 5.8% 0.0320
ATR 0.0111 0.0107 -0.0004 -3.6% 0.0000
Volume 213,281 169,171 -44,110 -20.7% 1,022,232
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5863 1.5832 1.5720
R3 1.5808 1.5777 1.5705
R2 1.5753 1.5753 1.5700
R1 1.5722 1.5722 1.5695 1.5710
PP 1.5698 1.5698 1.5698 1.5693
S1 1.5667 1.5667 1.5685 1.5655
S2 1.5643 1.5643 1.5680
S3 1.5588 1.5612 1.5675
S4 1.5533 1.5557 1.5660
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.6572 1.6462 1.5888
R3 1.6252 1.6142 1.5800
R2 1.5932 1.5932 1.5771
R1 1.5822 1.5822 1.5741 1.5877
PP 1.5612 1.5612 1.5612 1.5640
S1 1.5502 1.5502 1.5683 1.5557
S2 1.5292 1.5292 1.5653
S3 1.4972 1.5182 1.5624
S4 1.4652 1.4862 1.5536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5730 1.5495 0.0235 1.5% 0.0068 0.4% 83% True False 196,341
10 1.5730 1.5402 0.0328 2.1% 0.0058 0.4% 88% True False 192,656
20 1.5730 1.5243 0.0487 3.1% 0.0082 0.5% 92% True False 131,686
40 1.5730 1.5235 0.0495 3.2% 0.0064 0.4% 92% True False 66,345
60 1.5895 1.5235 0.0660 4.2% 0.0057 0.4% 69% False False 44,382
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5964
2.618 1.5874
1.618 1.5819
1.000 1.5785
0.618 1.5764
HIGH 1.5730
0.618 1.5709
0.500 1.5703
0.382 1.5696
LOW 1.5675
0.618 1.5641
1.000 1.5620
1.618 1.5586
2.618 1.5531
4.250 1.5441
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 1.5703 1.5692
PP 1.5698 1.5691
S1 1.5694 1.5691

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

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