CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 28-Feb-2008
Day Change Summary
Previous Current
27-Feb-2008 28-Feb-2008 Change Change % Previous Week
Open 1.4990 1.5077 0.0087 0.6% 1.4667
High 1.5075 1.5166 0.0091 0.6% 1.4795
Low 1.4965 1.5077 0.0112 0.7% 1.4580
Close 1.5061 1.5156 0.0095 0.6% 1.4766
Range 0.0110 0.0089 -0.0021 -19.1% 0.0215
ATR 0.0086 0.0087 0.0001 1.6% 0.0000
Volume 1,280 4,309 3,029 236.6% 4,261
Daily Pivots for day following 28-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.5400 1.5367 1.5205
R3 1.5311 1.5278 1.5180
R2 1.5222 1.5222 1.5172
R1 1.5189 1.5189 1.5164 1.5206
PP 1.5133 1.5133 1.5133 1.5141
S1 1.5100 1.5100 1.5148 1.5117
S2 1.5044 1.5044 1.5140
S3 1.4955 1.5011 1.5132
S4 1.4866 1.4922 1.5107
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 1.5166 1.4755 0.0411 2.7% 0.0069 0.5% 98% True False 1,614
10 1.5166 1.4520 0.0646 4.3% 0.0063 0.4% 98% True False 1,227
20 1.5166 1.4395 0.0771 5.1% 0.0050 0.3% 99% True False 798
40 1.5166 1.4395 0.0771 5.1% 0.0041 0.3% 99% True False 765
60 1.5166 1.4335 0.0831 5.5% 0.0034 0.2% 99% True False 536
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 1.5544
2.618 1.5399
1.618 1.5310
1.000 1.5255
0.618 1.5221
HIGH 1.5166
0.618 1.5132
0.500 1.5122
0.382 1.5111
LOW 1.5077
0.618 1.5022
1.000 1.4988
1.618 1.4933
2.618 1.4844
4.250 1.4699
Fisher Pivots for day following 28-Feb-2008
Pivot 1 day 3 day
R1 1.5145 1.5102
PP 1.5133 1.5048
S1 1.5122 1.4994

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

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