CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 15-Feb-2008
Day Change Summary
Previous Current
14-Feb-2008 15-Feb-2008 Change Change % Previous Week
Open 1.4580 1.4607 0.0027 0.2% 1.4429
High 1.4580 1.4640 0.0060 0.4% 1.4640
Low 1.4520 1.4610 0.0090 0.6% 1.4429
Close 1.4571 1.4607 0.0036 0.2% 1.4607
Range 0.0060 0.0030 -0.0030 -50.0% 0.0211
ATR 0.0080 0.0079 -0.0001 -1.0% 0.0000
Volume 239 488 249 104.2% 1,789
Daily Pivots for day following 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.4709 1.4688 1.4624
R3 1.4679 1.4658 1.4615
R2 1.4649 1.4649 1.4613
R1 1.4628 1.4628 1.4610 1.4622
PP 1.4619 1.4619 1.4619 1.4616
S1 1.4598 1.4598 1.4604 1.4592
S2 1.4589 1.4589 1.4602
S3 1.4559 1.4568 1.4599
S4 1.4529 1.4538 1.4591
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.5192 1.5110 1.4723
R3 1.4981 1.4899 1.4665
R2 1.4770 1.4770 1.4646
R1 1.4688 1.4688 1.4626 1.4729
PP 1.4559 1.4559 1.4559 1.4579
S1 1.4477 1.4477 1.4588 1.4518
S2 1.4348 1.4348 1.4568
S3 1.4137 1.4266 1.4549
S4 1.3926 1.4055 1.4491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4640 1.4429 0.0211 1.4% 0.0035 0.2% 84% True False 357
10 1.4770 1.4395 0.0375 2.6% 0.0040 0.3% 57% False False 380
20 1.4825 1.4395 0.0430 2.9% 0.0036 0.2% 49% False False 659
40 1.4860 1.4335 0.0525 3.6% 0.0033 0.2% 52% False False 496
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4768
2.618 1.4719
1.618 1.4689
1.000 1.4670
0.618 1.4659
HIGH 1.4640
0.618 1.4629
0.500 1.4625
0.382 1.4621
LOW 1.4610
0.618 1.4591
1.000 1.4580
1.618 1.4561
2.618 1.4531
4.250 1.4483
Fisher Pivots for day following 15-Feb-2008
Pivot 1 day 3 day
R1 1.4625 1.4591
PP 1.4619 1.4576
S1 1.4613 1.4560

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

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