CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 08-Apr-2008
Day Change Summary
Previous Current
07-Apr-2008 08-Apr-2008 Change Change % Previous Week
Open 1.5581 1.5593 0.0012 0.1% 1.5665
High 1.5575 1.5593 0.0018 0.1% 1.5755
Low 1.5575 1.5593 0.0018 0.1% 1.5410
Close 1.5581 1.5593 0.0012 0.1% 1.5592
Range
ATR 0.0107 0.0101 -0.0007 -6.3% 0.0000
Volume 62 114 52 83.9% 1,043
Daily Pivots for day following 08-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.5593 1.5593 1.5593
R3 1.5593 1.5593 1.5593
R2 1.5593 1.5593 1.5593
R1 1.5593 1.5593 1.5593 1.5593
PP 1.5593 1.5593 1.5593 1.5593
S1 1.5593 1.5593 1.5593 1.5593
S2 1.5593 1.5593 1.5593
S3 1.5593 1.5593 1.5593
S4 1.5593 1.5593 1.5593
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.6621 1.6451 1.5782
R3 1.6276 1.6106 1.5687
R2 1.5931 1.5931 1.5655
R1 1.5761 1.5761 1.5624 1.5674
PP 1.5586 1.5586 1.5586 1.5542
S1 1.5416 1.5416 1.5560 1.5329
S2 1.5241 1.5241 1.5529
S3 1.4896 1.5071 1.5497
S4 1.4551 1.4726 1.5402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5615 1.5410 0.0205 1.3% 0.0053 0.3% 89% False False 119
10 1.5755 1.5410 0.0345 2.2% 0.0061 0.4% 53% False False 341
Crabel Price Patterns
NR False
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 0.0011
Fibonacci Retracements and Extensions
4.250 1.5593
2.618 1.5593
1.618 1.5593
1.000 1.5593
0.618 1.5593
HIGH 1.5593
0.618 1.5593
0.500 1.5593
0.382 1.5593
LOW 1.5593
0.618 1.5593
1.000 1.5593
1.618 1.5593
2.618 1.5593
4.250 1.5593
Fisher Pivots for day following 08-Apr-2008
Pivot 1 day 3 day
R1 1.5593 1.5595
PP 1.5593 1.5594
S1 1.5593 1.5594

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

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