CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 1.5423 1.5286 -0.0137 -0.9% 1.5387
High 1.5423 1.5286 -0.0137 -0.9% 1.5598
Low 1.5423 1.5286 -0.0137 -0.9% 1.5290
Close 1.5423 1.5286 -0.0137 -0.9% 1.5598
Range
ATR
Volume 716 17 -699 -97.6% 246
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5286 1.5286 1.5286
R3 1.5286 1.5286 1.5286
R2 1.5286 1.5286 1.5286
R1 1.5286 1.5286 1.5286 1.5286
PP 1.5286 1.5286 1.5286 1.5286
S1 1.5286 1.5286 1.5286 1.5286
S2 1.5286 1.5286 1.5286
S3 1.5286 1.5286 1.5286
S4 1.5286 1.5286 1.5286
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.6419 1.6317 1.5767
R3 1.6111 1.6009 1.5683
R2 1.5803 1.5803 1.5654
R1 1.5701 1.5701 1.5626 1.5752
PP 1.5495 1.5495 1.5495 1.5521
S1 1.5393 1.5393 1.5570 1.5444
S2 1.5187 1.5187 1.5542
S3 1.4879 1.5085 1.5513
S4 1.4571 1.4777 1.5429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5598 1.5286 0.0312 2.0% 0.0000 0.0% 0% False True 181
10 1.5598 1.5286 0.0312 2.0% 0.0000 0.0% 0% False True 119
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.5286
2.618 1.5286
1.618 1.5286
1.000 1.5286
0.618 1.5286
HIGH 1.5286
0.618 1.5286
0.500 1.5286
0.382 1.5286
LOW 1.5286
0.618 1.5286
1.000 1.5286
1.618 1.5286
2.618 1.5286
4.250 1.5286
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 1.5286 1.5355
PP 1.5286 1.5332
S1 1.5286 1.5309

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

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