CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 01-Feb-2008
Day Change Summary
Previous Current
31-Jan-2008 01-Feb-2008 Change Change % Previous Week
Open 1.4810 1.4772 -0.0038 -0.3% 1.4713
High 1.4798 1.4772 -0.0026 -0.2% 1.4825
Low 1.4755 1.4740 -0.0015 -0.1% 1.4680
Close 1.4810 1.4739 -0.0071 -0.5% 1.4739
Range 0.0043 0.0032 -0.0011 -25.6% 0.0145
ATR 0.0083 0.0082 -0.0001 -1.1% 0.0000
Volume 359 258 -101 -28.1% 4,460
Daily Pivots for day following 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.4846 1.4825 1.4757
R3 1.4814 1.4793 1.4748
R2 1.4782 1.4782 1.4745
R1 1.4761 1.4761 1.4742 1.4756
PP 1.4750 1.4750 1.4750 1.4748
S1 1.4729 1.4729 1.4736 1.4724
S2 1.4718 1.4718 1.4733
S3 1.4686 1.4697 1.4730
S4 1.4654 1.4665 1.4721
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.5183 1.5106 1.4819
R3 1.5038 1.4961 1.4779
R2 1.4893 1.4893 1.4766
R1 1.4816 1.4816 1.4752 1.4855
PP 1.4748 1.4748 1.4748 1.4767
S1 1.4671 1.4671 1.4726 1.4710
S2 1.4603 1.4603 1.4712
S3 1.4458 1.4526 1.4699
S4 1.4313 1.4381 1.4659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4825 1.4680 0.0145 1.0% 0.0019 0.1% 41% False False 892
10 1.4825 1.4490 0.0335 2.3% 0.0033 0.2% 74% False False 938
20 1.4860 1.4490 0.0370 2.5% 0.0034 0.2% 67% False False 655
40 1.4860 1.4335 0.0525 3.6% 0.0027 0.2% 77% False False 419
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 -0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4908
2.618 1.4856
1.618 1.4824
1.000 1.4804
0.618 1.4792
HIGH 1.4772
0.618 1.4760
0.500 1.4756
0.382 1.4752
LOW 1.4740
0.618 1.4720
1.000 1.4708
1.618 1.4688
2.618 1.4656
4.250 1.4604
Fisher Pivots for day following 01-Feb-2008
Pivot 1 day 3 day
R1 1.4756 1.4783
PP 1.4750 1.4768
S1 1.4745 1.4754

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

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