CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 04-Mar-2008
Day Change Summary
Previous Current
03-Mar-2008 04-Mar-2008 Change Change % Previous Week
Open 1.5127 1.5154 0.0027 0.2% 1.4765
High 1.5200 1.5170 -0.0030 -0.2% 1.5166
Low 1.5105 1.5133 0.0028 0.2% 1.4755
Close 1.5133 1.5146 0.0013 0.1% 1.5132
Range 0.0095 0.0037 -0.0058 -61.1% 0.0411
ATR 0.0086 0.0082 -0.0003 -4.1% 0.0000
Volume 1,134 3,522 2,388 210.6% 11,656
Daily Pivots for day following 04-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.5261 1.5240 1.5166
R3 1.5224 1.5203 1.5156
R2 1.5187 1.5187 1.5153
R1 1.5166 1.5166 1.5149 1.5158
PP 1.5150 1.5150 1.5150 1.5146
S1 1.5129 1.5129 1.5143 1.5121
S2 1.5113 1.5113 1.5139
S3 1.5076 1.5092 1.5136
S4 1.5039 1.5055 1.5126
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 1.4965 0.0235 1.6% 0.0075 0.5% 77% False False 2,923
10 1.5200 1.4580 0.0620 4.1% 0.0070 0.5% 91% False False 1,932
20 1.5200 1.4395 0.0805 5.3% 0.0054 0.4% 93% False False 1,206
40 1.5200 1.4395 0.0805 5.3% 0.0044 0.3% 93% False False 933
60 1.5200 1.4335 0.0865 5.7% 0.0037 0.2% 94% False False 686
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5327
2.618 1.5267
1.618 1.5230
1.000 1.5207
0.618 1.5193
HIGH 1.5170
0.618 1.5156
0.500 1.5152
0.382 1.5147
LOW 1.5133
0.618 1.5110
1.000 1.5096
1.618 1.5073
2.618 1.5036
4.250 1.4976
Fisher Pivots for day following 04-Mar-2008
Pivot 1 day 3 day
R1 1.5152 1.5150
PP 1.5150 1.5149
S1 1.5148 1.5147

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

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