CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 14-Jan-2008
Day Change Summary
Previous Current
11-Jan-2008 14-Jan-2008 Change Change % Previous Week
Open 1.4748 1.4833 0.0085 0.6% 1.4682
High 1.4748 1.4842 0.0094 0.6% 1.4756
Low 1.4748 1.4832 0.0084 0.6% 1.4633
Close 1.4748 1.4835 0.0087 0.6% 1.4748
Range 0.0000 0.0010 0.0010 0.0123
ATR 0.0069 0.0071 0.0002 2.5% 0.0000
Volume 222 122 -100 -45.0% 1,129
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.4866 1.4861 1.4841
R3 1.4856 1.4851 1.4838
R2 1.4846 1.4846 1.4837
R1 1.4841 1.4841 1.4836 1.4844
PP 1.4836 1.4836 1.4836 1.4838
S1 1.4831 1.4831 1.4834 1.4834
S2 1.4826 1.4826 1.4833
S3 1.4816 1.4821 1.4832
S4 1.4806 1.4811 1.4830
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.5081 1.5038 1.4816
R3 1.4958 1.4915 1.4782
R2 1.4835 1.4835 1.4771
R1 1.4792 1.4792 1.4759 1.4814
PP 1.4712 1.4712 1.4712 1.4723
S1 1.4669 1.4669 1.4737 1.4691
S2 1.4589 1.4589 1.4725
S3 1.4466 1.4546 1.4714
S4 1.4343 1.4423 1.4680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4842 1.4633 0.0209 1.4% 0.0002 0.0% 97% True False 181
10 1.4842 1.4585 0.0257 1.7% 0.0009 0.1% 97% True False 363
20 1.4842 1.4335 0.0507 3.4% 0.0016 0.1% 99% True False 232
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4885
2.618 1.4868
1.618 1.4858
1.000 1.4852
0.618 1.4848
HIGH 1.4842
0.618 1.4838
0.500 1.4837
0.382 1.4836
LOW 1.4832
0.618 1.4826
1.000 1.4822
1.618 1.4816
2.618 1.4806
4.250 1.4790
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 1.4837 1.4822
PP 1.4836 1.4808
S1 1.4836 1.4795

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

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