CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 1.5286 1.5200 -0.0086 -0.6% 1.5515
High 1.5286 1.5200 -0.0086 -0.6% 1.5515
Low 1.5286 1.5200 -0.0086 -0.6% 1.5200
Close 1.5286 1.5220 -0.0066 -0.4% 1.5220
Range
ATR
Volume 17 87 70 411.8% 979
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5207 1.5213 1.5220
R3 1.5207 1.5213 1.5220
R2 1.5207 1.5207 1.5220
R1 1.5213 1.5213 1.5220 1.5210
PP 1.5207 1.5207 1.5207 1.5205
S1 1.5213 1.5213 1.5220 1.5210
S2 1.5207 1.5207 1.5220
S3 1.5207 1.5213 1.5220
S4 1.5207 1.5213 1.5220
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.6257 1.6053 1.5393
R3 1.5942 1.5738 1.5307
R2 1.5627 1.5627 1.5278
R1 1.5423 1.5423 1.5249 1.5368
PP 1.5312 1.5312 1.5312 1.5284
S1 1.5108 1.5108 1.5191 1.5053
S2 1.4997 1.4997 1.5162
S3 1.4682 1.4793 1.5133
S4 1.4367 1.4478 1.5047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5515 1.5200 0.0315 2.1% 0.0000 0.0% 6% False True 195
10 1.5598 1.5200 0.0398 2.6% 0.0000 0.0% 5% False True 122
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 1.5200
2.618 1.5200
1.618 1.5200
1.000 1.5200
0.618 1.5200
HIGH 1.5200
0.618 1.5200
0.500 1.5200
0.382 1.5200
LOW 1.5200
0.618 1.5200
1.000 1.5200
1.618 1.5200
2.618 1.5200
4.250 1.5200
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 1.5213 1.5312
PP 1.5207 1.5281
S1 1.5200 1.5251

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

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