CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 29-Feb-2008
Day Change Summary
Previous Current
28-Feb-2008 29-Feb-2008 Change Change % Previous Week
Open 1.5077 1.5136 0.0059 0.4% 1.4765
High 1.5166 1.5145 -0.0021 -0.1% 1.5166
Low 1.5077 1.5100 0.0023 0.2% 1.4755
Close 1.5156 1.5132 -0.0024 -0.2% 1.5132
Range 0.0089 0.0045 -0.0044 -49.4% 0.0411
ATR 0.0087 0.0085 -0.0002 -2.6% 0.0000
Volume 4,309 4,374 65 1.5% 11,656
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.5261 1.5241 1.5157
R3 1.5216 1.5196 1.5144
R2 1.5171 1.5171 1.5140
R1 1.5151 1.5151 1.5136 1.5139
PP 1.5126 1.5126 1.5126 1.5119
S1 1.5106 1.5106 1.5128 1.5094
S2 1.5081 1.5081 1.5124
S3 1.5036 1.5061 1.5120
S4 1.4991 1.5016 1.5107
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.6251 1.6102 1.5358
R3 1.5840 1.5691 1.5245
R2 1.5429 1.5429 1.5207
R1 1.5280 1.5280 1.5170 1.5355
PP 1.5018 1.5018 1.5018 1.5055
S1 1.4869 1.4869 1.5094 1.4944
S2 1.4607 1.4607 1.5057
S3 1.4196 1.4458 1.5019
S4 1.3785 1.4047 1.4906
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% 0.0072 0.5% 92% False False 2,331
10 1.5166 1.4580 0.0586 3.9% 0.0061 0.4% 94% False False 1,640
20 1.5166 1.4395 0.0771 5.1% 0.0051 0.3% 96% False False 999
40 1.5166 1.4395 0.0771 5.1% 0.0042 0.3% 96% False False 822
60 1.5166 1.4335 0.0831 5.5% 0.0034 0.2% 96% False False 608
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5336
2.618 1.5263
1.618 1.5218
1.000 1.5190
0.618 1.5173
HIGH 1.5145
0.618 1.5128
0.500 1.5123
0.382 1.5117
LOW 1.5100
0.618 1.5072
1.000 1.5055
1.618 1.5027
2.618 1.4982
4.250 1.4909
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 1.5129 1.5110
PP 1.5126 1.5088
S1 1.5123 1.5066

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.