CME Euro FX Future September 2008


Show Legacy Chart
Trading Metrics calculated at close of trading on 01-Jul-2008
Day Change Summary
Previous Current
30-Jun-2008 01-Jul-2008 Change Change % Previous Week
Open 1.5698 1.5718 0.0020 0.1% 1.5446
High 1.5730 1.5762 0.0032 0.2% 1.5722
Low 1.5675 1.5678 0.0003 0.0% 1.5402
Close 1.5690 1.5730 0.0040 0.3% 1.5712
Range 0.0055 0.0084 0.0029 52.7% 0.0320
ATR 0.0107 0.0105 -0.0002 -1.5% 0.0000
Volume 169,171 186,691 17,520 10.4% 1,022,232
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5975 1.5937 1.5776
R3 1.5891 1.5853 1.5753
R2 1.5807 1.5807 1.5745
R1 1.5769 1.5769 1.5738 1.5788
PP 1.5723 1.5723 1.5723 1.5733
S1 1.5685 1.5685 1.5722 1.5704
S2 1.5639 1.5639 1.5715
S3 1.5555 1.5601 1.5707
S4 1.5471 1.5517 1.5684
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 1.5762 1.5495 0.0267 1.7% 0.0073 0.5% 88% True False 192,144
10 1.5762 1.5402 0.0360 2.3% 0.0062 0.4% 91% True False 192,458
20 1.5762 1.5243 0.0519 3.3% 0.0077 0.5% 94% True False 140,848
40 1.5762 1.5235 0.0527 3.4% 0.0066 0.4% 94% True False 71,001
60 1.5895 1.5235 0.0660 4.2% 0.0059 0.4% 75% False False 47,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6119
2.618 1.5982
1.618 1.5898
1.000 1.5846
0.618 1.5814
HIGH 1.5762
0.618 1.5730
0.500 1.5720
0.382 1.5710
LOW 1.5678
0.618 1.5626
1.000 1.5594
1.618 1.5542
2.618 1.5458
4.250 1.5321
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 1.5727 1.5725
PP 1.5723 1.5721
S1 1.5720 1.5716

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

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