CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 03-Mar-2008
Day Change Summary
Previous Current
29-Feb-2008 03-Mar-2008 Change Change % Previous Week
Open 1.5136 1.5127 -0.0009 -0.1% 1.4765
High 1.5145 1.5200 0.0055 0.4% 1.5166
Low 1.5100 1.5105 0.0005 0.0% 1.4755
Close 1.5132 1.5133 0.0001 0.0% 1.5132
Range 0.0045 0.0095 0.0050 111.1% 0.0411
ATR 0.0085 0.0086 0.0001 0.8% 0.0000
Volume 4,374 1,134 -3,240 -74.1% 11,656
Daily Pivots for day following 03-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.5431 1.5377 1.5185
R3 1.5336 1.5282 1.5159
R2 1.5241 1.5241 1.5150
R1 1.5187 1.5187 1.5142 1.5214
PP 1.5146 1.5146 1.5146 1.5160
S1 1.5092 1.5092 1.5124 1.5119
S2 1.5051 1.5051 1.5116
S3 1.4956 1.4997 1.5107
S4 1.4861 1.4902 1.5081
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 1.5200 1.4822 0.0378 2.5% 0.0086 0.6% 82% True False 2,317
10 1.5200 1.4580 0.0620 4.1% 0.0068 0.4% 89% True False 1,705
20 1.5200 1.4395 0.0805 5.3% 0.0054 0.4% 92% True False 1,042
40 1.5200 1.4395 0.0805 5.3% 0.0044 0.3% 92% True False 849
60 1.5200 1.4335 0.0865 5.7% 0.0036 0.2% 92% True False 627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5604
2.618 1.5449
1.618 1.5354
1.000 1.5295
0.618 1.5259
HIGH 1.5200
0.618 1.5164
0.500 1.5153
0.382 1.5141
LOW 1.5105
0.618 1.5046
1.000 1.5010
1.618 1.4951
2.618 1.4856
4.250 1.4701
Fisher Pivots for day following 03-Mar-2008
Pivot 1 day 3 day
R1 1.5153 1.5139
PP 1.5146 1.5137
S1 1.5140 1.5135

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

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