CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 1.5200 1.5356 0.0156 1.0% 1.5515
High 1.5200 1.5356 0.0156 1.0% 1.5515
Low 1.5200 1.5356 0.0156 1.0% 1.5200
Close 1.5220 1.5356 0.0136 0.9% 1.5220
Range
ATR
Volume 87 19 -68 -78.2% 979
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5356 1.5356 1.5356
R3 1.5356 1.5356 1.5356
R2 1.5356 1.5356 1.5356
R1 1.5356 1.5356 1.5356 1.5356
PP 1.5356 1.5356 1.5356 1.5356
S1 1.5356 1.5356 1.5356 1.5356
S2 1.5356 1.5356 1.5356
S3 1.5356 1.5356 1.5356
S4 1.5356 1.5356 1.5356
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 1.5423 1.5200 0.0223 1.5% 0.0000 0.0% 70% False False 195
10 1.5598 1.5200 0.0398 2.6% 0.0000 0.0% 39% False False 120
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 1.5356
2.618 1.5356
1.618 1.5356
1.000 1.5356
0.618 1.5356
HIGH 1.5356
0.618 1.5356
0.500 1.5356
0.382 1.5356
LOW 1.5356
0.618 1.5356
1.000 1.5356
1.618 1.5356
2.618 1.5356
4.250 1.5356
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 1.5356 1.5330
PP 1.5356 1.5304
S1 1.5356 1.5278

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

View Archives - Comment on this page... - Back to Index of Symbols