CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 31-Dec-2007
Day Change Summary
Previous Current
28-Dec-2007 31-Dec-2007 Change Change % Previous Week
Open 1.4722 1.4586 -0.0136 -0.9% 1.4411
High 1.4720 1.4605 -0.0115 -0.8% 1.4720
Low 1.4720 1.4585 -0.0135 -0.9% 1.4411
Close 1.4722 1.4581 -0.0141 -1.0% 1.4722
Range 0.0000 0.0020 0.0020 0.0309
ATR 0.0070 0.0075 0.0005 6.8% 0.0000
Volume 66 77 11 16.7% 179
Daily Pivots for day following 31-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4650 1.4636 1.4592
R3 1.4630 1.4616 1.4587
R2 1.4610 1.4610 1.4585
R1 1.4596 1.4596 1.4583 1.4593
PP 1.4590 1.4590 1.4590 1.4589
S1 1.4576 1.4576 1.4579 1.4573
S2 1.4570 1.4570 1.4577
S3 1.4550 1.4556 1.4576
S4 1.4530 1.4536 1.4570
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.5545 1.5442 1.4892
R3 1.5236 1.5133 1.4807
R2 1.4927 1.4927 1.4779
R1 1.4824 1.4824 1.4750 1.4876
PP 1.4618 1.4618 1.4618 1.4643
S1 1.4515 1.4515 1.4694 1.4567
S2 1.4309 1.4309 1.4665
S3 1.4000 1.4206 1.4637
S4 1.3691 1.3897 1.4552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4720 1.4411 0.0309 2.1% 0.0021 0.1% 55% False False 51
10 1.4720 1.4335 0.0385 2.6% 0.0025 0.2% 64% False False 98
20 1.4774 1.4335 0.0439 3.0% 0.0018 0.1% 56% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4690
2.618 1.4657
1.618 1.4637
1.000 1.4625
0.618 1.4617
HIGH 1.4605
0.618 1.4597
0.500 1.4595
0.382 1.4593
LOW 1.4585
0.618 1.4573
1.000 1.4565
1.618 1.4553
2.618 1.4533
4.250 1.4500
Fisher Pivots for day following 31-Dec-2007
Pivot 1 day 3 day
R1 1.4595 1.4650
PP 1.4590 1.4627
S1 1.4586 1.4604

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

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