CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 25-Apr-2008
Day Change Summary
Previous Current
24-Apr-2008 25-Apr-2008 Change Change % Previous Week
Open 1.5725 1.5564 -0.0161 -1.0% 1.5864
High 1.5730 1.5632 -0.0098 -0.6% 1.5984
Low 1.5605 1.5558 -0.0047 -0.3% 1.5558
Close 1.5651 1.5562 -0.0089 -0.6% 1.5562
Range 0.0125 0.0074 -0.0051 -40.8% 0.0426
ATR 0.0131 0.0128 -0.0003 -2.1% 0.0000
Volume 212,088 341,366 129,278 61.0% 1,302,948
Daily Pivots for day following 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.5806 1.5758 1.5603
R3 1.5732 1.5684 1.5582
R2 1.5658 1.5658 1.5576
R1 1.5610 1.5610 1.5569 1.5597
PP 1.5584 1.5584 1.5584 1.5578
S1 1.5536 1.5536 1.5555 1.5523
S2 1.5510 1.5510 1.5548
S3 1.5436 1.5462 1.5542
S4 1.5362 1.5388 1.5521
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.6979 1.6697 1.5796
R3 1.6553 1.6271 1.5679
R2 1.6127 1.6127 1.5640
R1 1.5845 1.5845 1.5601 1.5773
PP 1.5701 1.5701 1.5701 1.5666
S1 1.5419 1.5419 1.5523 1.5347
S2 1.5275 1.5275 1.5484
S3 1.4849 1.4993 1.5445
S4 1.4423 1.4567 1.5328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5984 1.5558 0.0426 2.7% 0.0094 0.6% 1% False True 260,589
10 1.5984 1.5558 0.0426 2.7% 0.0084 0.5% 1% False True 225,603
20 1.5984 1.5478 0.0506 3.3% 0.0093 0.6% 17% False False 201,197
40 1.5984 1.5100 0.0884 5.7% 0.0091 0.6% 52% False False 160,520
60 1.5984 1.4395 0.1589 10.2% 0.0077 0.5% 73% False False 107,279
80 1.5984 1.4395 0.1589 10.2% 0.0066 0.4% 73% False False 80,642
100 1.5984 1.4335 0.1649 10.6% 0.0056 0.4% 74% False False 64,529
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5947
2.618 1.5826
1.618 1.5752
1.000 1.5706
0.618 1.5678
HIGH 1.5632
0.618 1.5604
0.500 1.5595
0.382 1.5586
LOW 1.5558
0.618 1.5512
1.000 1.5484
1.618 1.5438
2.618 1.5364
4.250 1.5244
Fisher Pivots for day following 25-Apr-2008
Pivot 1 day 3 day
R1 1.5595 1.5738
PP 1.5584 1.5679
S1 1.5573 1.5621

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

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