CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 1.5755 1.5567 -0.0188 -1.2% 1.5387
High 1.5755 1.5567 -0.0188 -1.2% 1.5650
Low 1.5755 1.5567 -0.0188 -1.2% 1.5345
Close 1.5755 1.5567 -0.0188 -1.2% 1.5639
Range
ATR 0.0082 0.0090 0.0008 9.2% 0.0000
Volume 403 344 -59 -14.6% 1,669
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5567 1.5567 1.5567
R3 1.5567 1.5567 1.5567
R2 1.5567 1.5567 1.5567
R1 1.5567 1.5567 1.5567 1.5567
PP 1.5567 1.5567 1.5567 1.5567
S1 1.5567 1.5567 1.5567 1.5567
S2 1.5567 1.5567 1.5567
S3 1.5567 1.5567 1.5567
S4 1.5567 1.5567 1.5567
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.6460 1.6354 1.5807
R3 1.6155 1.6049 1.5723
R2 1.5850 1.5850 1.5695
R1 1.5744 1.5744 1.5667 1.5797
PP 1.5545 1.5545 1.5545 1.5571
S1 1.5439 1.5439 1.5611 1.5492
S2 1.5240 1.5240 1.5583
S3 1.4935 1.5134 1.5555
S4 1.4630 1.4829 1.5471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5755 1.5567 0.0188 1.2% 0.0018 0.1% 0% False True 496
10 1.5755 1.5345 0.0410 2.6% 0.0029 0.2% 54% False False 355
20 1.5755 1.5200 0.0555 3.6% 0.0018 0.1% 66% False False 250
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 0.0003
Fibonacci Retracements and Extensions
4.250 1.5567
2.618 1.5567
1.618 1.5567
1.000 1.5567
0.618 1.5567
HIGH 1.5567
0.618 1.5567
0.500 1.5567
0.382 1.5567
LOW 1.5567
0.618 1.5567
1.000 1.5567
1.618 1.5567
2.618 1.5567
4.250 1.5567
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 1.5567 1.5661
PP 1.5567 1.5630
S1 1.5567 1.5598

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

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