CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 22-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 22-Feb-2008 Change Change % Previous Week
Open 1.4758 1.4766 0.0008 0.1% 1.4667
High 1.4765 1.4795 0.0030 0.2% 1.4795
Low 1.4675 1.4765 0.0090 0.6% 1.4580
Close 1.4758 1.4766 0.0008 0.1% 1.4766
Range 0.0090 0.0030 -0.0060 -66.7% 0.0215
ATR 0.0082 0.0079 -0.0003 -3.9% 0.0000
Volume 1,121 789 -332 -29.6% 4,261
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.4865 1.4846 1.4783
R3 1.4835 1.4816 1.4774
R2 1.4805 1.4805 1.4772
R1 1.4786 1.4786 1.4769 1.4781
PP 1.4775 1.4775 1.4775 1.4773
S1 1.4756 1.4756 1.4763 1.4751
S2 1.4745 1.4745 1.4761
S3 1.4715 1.4726 1.4758
S4 1.4685 1.4696 1.4750
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.5359 1.5277 1.4884
R3 1.5144 1.5062 1.4825
R2 1.4929 1.4929 1.4805
R1 1.4847 1.4847 1.4786 1.4888
PP 1.4714 1.4714 1.4714 1.4734
S1 1.4632 1.4632 1.4746 1.4673
S2 1.4499 1.4499 1.4727
S3 1.4284 1.4417 1.4707
S4 1.4069 1.4202 1.4648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4795 1.4580 0.0215 1.5% 0.0050 0.3% 87% True False 949
10 1.4795 1.4429 0.0366 2.5% 0.0042 0.3% 92% True False 676
20 1.4825 1.4395 0.0430 2.9% 0.0038 0.3% 86% False False 661
40 1.4860 1.4395 0.0465 3.1% 0.0036 0.2% 80% False False 588
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4923
2.618 1.4874
1.618 1.4844
1.000 1.4825
0.618 1.4814
HIGH 1.4795
0.618 1.4784
0.500 1.4780
0.382 1.4776
LOW 1.4765
0.618 1.4746
1.000 1.4735
1.618 1.4716
2.618 1.4686
4.250 1.4638
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 1.4780 1.4740
PP 1.4775 1.4714
S1 1.4771 1.4688

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

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