CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 1.5140 1.5255 0.0115 0.8% 1.4765
High 1.5236 1.5312 0.0076 0.5% 1.5166
Low 1.5140 1.5240 0.0100 0.7% 1.4755
Close 1.5202 1.5301 0.0099 0.7% 1.5132
Range 0.0096 0.0072 -0.0024 -25.0% 0.0411
ATR 0.0083 0.0085 0.0002 2.3% 0.0000
Volume 4,244 6,744 2,500 58.9% 11,656
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.5500 1.5473 1.5341
R3 1.5428 1.5401 1.5321
R2 1.5356 1.5356 1.5314
R1 1.5329 1.5329 1.5308 1.5343
PP 1.5284 1.5284 1.5284 1.5291
S1 1.5257 1.5257 1.5294 1.5271
S2 1.5212 1.5212 1.5288
S3 1.5140 1.5185 1.5281
S4 1.5068 1.5113 1.5261
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 1.5312 1.5100 0.0212 1.4% 0.0069 0.5% 95% True False 4,003
10 1.5312 1.4755 0.0557 3.6% 0.0069 0.5% 98% True False 2,808
20 1.5312 1.4395 0.0917 6.0% 0.0058 0.4% 99% True False 1,718
40 1.5312 1.4395 0.0917 6.0% 0.0048 0.3% 99% True False 1,196
60 1.5312 1.4335 0.0977 6.4% 0.0039 0.3% 99% True False 868
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5618
2.618 1.5500
1.618 1.5428
1.000 1.5384
0.618 1.5356
HIGH 1.5312
0.618 1.5284
0.500 1.5276
0.382 1.5268
LOW 1.5240
0.618 1.5196
1.000 1.5168
1.618 1.5124
2.618 1.5052
4.250 1.4934
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 1.5293 1.5275
PP 1.5284 1.5249
S1 1.5276 1.5223

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

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