CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 29-Apr-2008
Day Change Summary
Previous Current
28-Apr-2008 29-Apr-2008 Change Change % Previous Week
Open 1.5543 1.5462 -0.0081 -0.5% 1.5776
High 1.5550 1.5462 -0.0088 -0.6% 1.5895
Low 1.5550 1.5462 -0.0088 -0.6% 1.5498
Close 1.5543 1.5462 -0.0081 -0.5% 1.5492
Range
ATR 0.0110 0.0108 -0.0002 -1.9% 0.0000
Volume 905 434 -471 -52.0% 2,836
Daily Pivots for day following 29-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.5462 1.5462 1.5462
R3 1.5462 1.5462 1.5462
R2 1.5462 1.5462 1.5462
R1 1.5462 1.5462 1.5462 1.5462
PP 1.5462 1.5462 1.5462 1.5462
S1 1.5462 1.5462 1.5462 1.5462
S2 1.5462 1.5462 1.5462
S3 1.5462 1.5462 1.5462
S4 1.5462 1.5462 1.5462
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.6819 1.6553 1.5710
R3 1.6422 1.6156 1.5601
R2 1.6025 1.6025 1.5565
R1 1.5759 1.5759 1.5528 1.5694
PP 1.5628 1.5628 1.5628 1.5596
S1 1.5362 1.5362 1.5456 1.5297
S2 1.5231 1.5231 1.5419
S3 1.4834 1.4965 1.5383
S4 1.4437 1.4568 1.5274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5805 1.5462 0.0343 2.2% 0.0036 0.2% 0% False True 616
10 1.5895 1.5462 0.0433 2.8% 0.0047 0.3% 0% False True 549
20 1.5895 1.5410 0.0485 3.1% 0.0050 0.3% 11% False False 355
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 0.0005
Fibonacci Retracements and Extensions
4.250 1.5462
2.618 1.5462
1.618 1.5462
1.000 1.5462
0.618 1.5462
HIGH 1.5462
0.618 1.5462
0.500 1.5462
0.382 1.5462
LOW 1.5462
0.618 1.5462
1.000 1.5462
1.618 1.5462
2.618 1.5462
4.250 1.5462
Fisher Pivots for day following 29-Apr-2008
Pivot 1 day 3 day
R1 1.5462 1.5506
PP 1.5462 1.5491
S1 1.5462 1.5477

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

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