CME Euro FX Future September 2008


Show Legacy Chart
Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 1.5688 1.5633 -0.0055 -0.4% 1.5799
High 1.5712 1.5671 -0.0041 -0.3% 1.5955
Low 1.5627 1.5592 -0.0035 -0.2% 1.5740
Close 1.5633 1.5616 -0.0017 -0.1% 1.5796
Range 0.0085 0.0079 -0.0006 -7.1% 0.0215
ATR 0.0108 0.0106 -0.0002 -1.9% 0.0000
Volume 240,160 233,124 -7,036 -2.9% 1,154,729
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5863 1.5819 1.5659
R3 1.5784 1.5740 1.5638
R2 1.5705 1.5705 1.5630
R1 1.5661 1.5661 1.5623 1.5644
PP 1.5626 1.5626 1.5626 1.5618
S1 1.5582 1.5582 1.5609 1.5565
S2 1.5547 1.5547 1.5602
S3 1.5468 1.5503 1.5594
S4 1.5389 1.5424 1.5573
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.6475 1.6351 1.5914
R3 1.6260 1.6136 1.5855
R2 1.6045 1.6045 1.5835
R1 1.5921 1.5921 1.5816 1.5876
PP 1.5830 1.5830 1.5830 1.5808
S1 1.5706 1.5706 1.5776 1.5661
S2 1.5615 1.5615 1.5757
S3 1.5400 1.5491 1.5737
S4 1.5185 1.5276 1.5678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5867 1.5592 0.0275 1.8% 0.0087 0.6% 9% False True 196,284
10 1.5955 1.5592 0.0363 2.3% 0.0099 0.6% 7% False True 209,236
20 1.5955 1.5570 0.0385 2.5% 0.0089 0.6% 12% False False 208,977
40 1.5955 1.5243 0.0712 4.6% 0.0086 0.6% 52% False False 155,779
60 1.5955 1.5235 0.0720 4.6% 0.0072 0.5% 53% False False 104,114
80 1.5955 1.5235 0.0720 4.6% 0.0066 0.4% 53% False False 78,174
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6007
2.618 1.5878
1.618 1.5799
1.000 1.5750
0.618 1.5720
HIGH 1.5671
0.618 1.5641
0.500 1.5632
0.382 1.5622
LOW 1.5592
0.618 1.5543
1.000 1.5513
1.618 1.5464
2.618 1.5385
4.250 1.5256
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 1.5632 1.5730
PP 1.5626 1.5692
S1 1.5621 1.5654

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Trading Indicators / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.