CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 07-Mar-2008
Day Change Summary
Previous Current
06-Mar-2008 07-Mar-2008 Change Change % Previous Week
Open 1.5255 1.5355 0.0100 0.7% 1.5127
High 1.5312 1.5370 0.0058 0.4% 1.5370
Low 1.5240 1.5255 0.0015 0.1% 1.5105
Close 1.5301 1.5281 -0.0020 -0.1% 1.5281
Range 0.0072 0.0115 0.0043 59.7% 0.0265
ATR 0.0085 0.0087 0.0002 2.5% 0.0000
Volume 6,744 12,954 6,210 92.1% 28,598
Daily Pivots for day following 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.5647 1.5579 1.5344
R3 1.5532 1.5464 1.5313
R2 1.5417 1.5417 1.5302
R1 1.5349 1.5349 1.5292 1.5326
PP 1.5302 1.5302 1.5302 1.5290
S1 1.5234 1.5234 1.5270 1.5211
S2 1.5187 1.5187 1.5260
S3 1.5072 1.5119 1.5249
S4 1.4957 1.5004 1.5218
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.6047 1.5929 1.5427
R3 1.5782 1.5664 1.5354
R2 1.5517 1.5517 1.5330
R1 1.5399 1.5399 1.5305 1.5458
PP 1.5252 1.5252 1.5252 1.5282
S1 1.5134 1.5134 1.5257 1.5193
S2 1.4987 1.4987 1.5232
S3 1.4722 1.4869 1.5208
S4 1.4457 1.4604 1.5135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5370 1.5105 0.0265 1.7% 0.0083 0.5% 66% True False 5,719
10 1.5370 1.4755 0.0615 4.0% 0.0078 0.5% 86% True False 4,025
20 1.5370 1.4429 0.0941 6.2% 0.0060 0.4% 91% True False 2,350
40 1.5370 1.4395 0.0975 6.4% 0.0051 0.3% 91% True False 1,515
60 1.5370 1.4335 0.1035 6.8% 0.0041 0.3% 91% True False 1,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.5859
2.618 1.5671
1.618 1.5556
1.000 1.5485
0.618 1.5441
HIGH 1.5370
0.618 1.5326
0.500 1.5313
0.382 1.5299
LOW 1.5255
0.618 1.5184
1.000 1.5140
1.618 1.5069
2.618 1.4954
4.250 1.4766
Fisher Pivots for day following 07-Mar-2008
Pivot 1 day 3 day
R1 1.5313 1.5272
PP 1.5302 1.5264
S1 1.5292 1.5255

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

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