CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 08-Jan-2008
Day Change Summary
Previous Current
07-Jan-2008 08-Jan-2008 Change Change % Previous Week
Open 1.4682 1.4695 0.0013 0.1% 1.4586
High 1.4682 1.4696 0.0014 0.1% 1.4775
Low 1.4682 1.4695 0.0013 0.1% 1.4585
Close 1.4682 1.4693 0.0011 0.1% 1.4763
Range 0.0000 0.0001 0.0001 0.0190
ATR 0.0075 0.0071 -0.0004 -5.8% 0.0000
Volume 343 119 -224 -65.3% 2,385
Daily Pivots for day following 08-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.4698 1.4696 1.4694
R3 1.4697 1.4695 1.4693
R2 1.4696 1.4696 1.4693
R1 1.4694 1.4694 1.4693 1.4695
PP 1.4695 1.4695 1.4695 1.4695
S1 1.4693 1.4693 1.4693 1.4694
S2 1.4694 1.4694 1.4693
S3 1.4693 1.4692 1.4693
S4 1.4692 1.4691 1.4692
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.5278 1.5210 1.4868
R3 1.5088 1.5020 1.4815
R2 1.4898 1.4898 1.4798
R1 1.4830 1.4830 1.4780 1.4864
PP 1.4708 1.4708 1.4708 1.4725
S1 1.4640 1.4640 1.4746 1.4674
S2 1.4518 1.4518 1.4728
S3 1.4328 1.4450 1.4711
S4 1.4138 1.4260 1.4659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4775 1.4682 0.0093 0.6% 0.0011 0.1% 12% False False 554
10 1.4775 1.4411 0.0364 2.5% 0.0016 0.1% 77% False False 302
20 1.4775 1.4335 0.0440 3.0% 0.0019 0.1% 81% False False 211
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4700
2.618 1.4699
1.618 1.4698
1.000 1.4697
0.618 1.4697
HIGH 1.4696
0.618 1.4696
0.500 1.4696
0.382 1.4695
LOW 1.4695
0.618 1.4694
1.000 1.4694
1.618 1.4693
2.618 1.4692
4.250 1.4691
Fisher Pivots for day following 08-Jan-2008
Pivot 1 day 3 day
R1 1.4696 1.4729
PP 1.4695 1.4717
S1 1.4694 1.4705

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

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