CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 06-Feb-2008
Day Change Summary
Previous Current
05-Feb-2008 06-Feb-2008 Change Change % Previous Week
Open 1.4665 1.4606 -0.0059 -0.4% 1.4729
High 1.4684 1.4655 -0.0029 -0.2% 1.4930
Low 1.4605 1.4603 -0.0002 0.0% 1.4715
Close 1.4635 1.4612 -0.0023 -0.2% 1.4788
Range 0.0079 0.0052 -0.0027 -34.2% 0.0215
ATR 0.0111 0.0107 -0.0004 -3.8% 0.0000
Volume 103,979 209,752 105,773 101.7% 703,705
Daily Pivots for day following 06-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.4779 1.4748 1.4641
R3 1.4727 1.4696 1.4626
R2 1.4675 1.4675 1.4622
R1 1.4644 1.4644 1.4617 1.4660
PP 1.4623 1.4623 1.4623 1.4631
S1 1.4592 1.4592 1.4607 1.4608
S2 1.4571 1.4571 1.4602
S3 1.4519 1.4540 1.4598
S4 1.4467 1.4488 1.4583
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.5456 1.5337 1.4906
R3 1.5241 1.5122 1.4847
R2 1.5026 1.5026 1.4827
R1 1.4907 1.4907 1.4808 1.4967
PP 1.4811 1.4811 1.4811 1.4841
S1 1.4692 1.4692 1.4768 1.4752
S2 1.4596 1.4596 1.4749
S3 1.4381 1.4477 1.4729
S4 1.4166 1.4262 1.4670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4930 1.4603 0.0327 2.2% 0.0084 0.6% 3% False True 168,297
10 1.4930 1.4603 0.0327 2.2% 0.0084 0.6% 3% False True 167,209
20 1.4930 1.4488 0.0442 3.0% 0.0097 0.7% 28% False False 182,174
40 1.4930 1.4327 0.0603 4.1% 0.0084 0.6% 47% False False 146,644
60 1.4930 1.4327 0.0603 4.1% 0.0070 0.5% 47% False False 99,697
80 1.4930 1.4158 0.0772 5.3% 0.0060 0.4% 59% False False 74,964
100 1.4930 1.3905 0.1025 7.0% 0.0055 0.4% 69% False False 60,024
120 1.4930 1.3464 0.1466 10.0% 0.0046 0.3% 78% False False 50,024
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4876
2.618 1.4791
1.618 1.4739
1.000 1.4707
0.618 1.4687
HIGH 1.4655
0.618 1.4635
0.500 1.4629
0.382 1.4623
LOW 1.4603
0.618 1.4571
1.000 1.4551
1.618 1.4519
2.618 1.4467
4.250 1.4382
Fisher Pivots for day following 06-Feb-2008
Pivot 1 day 3 day
R1 1.4629 1.4715
PP 1.4623 1.4681
S1 1.4618 1.4646

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

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