CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 30-Apr-2008
Day Change Summary
Previous Current
29-Apr-2008 30-Apr-2008 Change Change % Previous Week
Open 1.5462 1.5536 0.0074 0.5% 1.5776
High 1.5462 1.5535 0.0073 0.5% 1.5895
Low 1.5462 1.5455 -0.0007 0.0% 1.5498
Close 1.5462 1.5536 0.0074 0.5% 1.5492
Range 0.0000 0.0080 0.0080 0.0397
ATR 0.0108 0.0106 -0.0002 -1.8% 0.0000
Volume 434 806 372 85.7% 2,836
Daily Pivots for day following 30-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.5749 1.5722 1.5580
R3 1.5669 1.5642 1.5558
R2 1.5589 1.5589 1.5551
R1 1.5562 1.5562 1.5543 1.5576
PP 1.5509 1.5509 1.5509 1.5516
S1 1.5482 1.5482 1.5529 1.5496
S2 1.5429 1.5429 1.5521
S3 1.5349 1.5402 1.5514
S4 1.5269 1.5322 1.5492
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 1.5620 1.5455 0.0165 1.1% 0.0043 0.3% 49% False True 648
10 1.5895 1.5455 0.0440 2.8% 0.0052 0.3% 18% False True 606
20 1.5895 1.5410 0.0485 3.1% 0.0050 0.3% 26% False False 388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5875
2.618 1.5744
1.618 1.5664
1.000 1.5615
0.618 1.5584
HIGH 1.5535
0.618 1.5504
0.500 1.5495
0.382 1.5486
LOW 1.5455
0.618 1.5406
1.000 1.5375
1.618 1.5326
2.618 1.5246
4.250 1.5115
Fisher Pivots for day following 30-Apr-2008
Pivot 1 day 3 day
R1 1.5522 1.5525
PP 1.5509 1.5514
S1 1.5495 1.5503

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

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