CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 1.5377 1.5591 0.0214 1.4% 1.5450
High 1.5517 1.5685 0.0168 1.1% 1.5685
Low 1.5312 1.5585 0.0273 1.8% 1.5312
Close 1.5508 1.5684 0.0176 1.1% 1.5684
Range 0.0205 0.0100 -0.0105 -51.2% 0.0373
ATR 0.0105 0.0110 0.0005 4.9% 0.0000
Volume 11,125 13,983 2,858 25.7% 37,368
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5951 1.5918 1.5739
R3 1.5851 1.5818 1.5712
R2 1.5751 1.5751 1.5702
R1 1.5718 1.5718 1.5693 1.5735
PP 1.5651 1.5651 1.5651 1.5660
S1 1.5618 1.5618 1.5675 1.5635
S2 1.5551 1.5551 1.5666
S3 1.5451 1.5518 1.5657
S4 1.5351 1.5418 1.5629
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.6679 1.6555 1.5889
R3 1.6306 1.6182 1.5787
R2 1.5933 1.5933 1.5752
R1 1.5809 1.5809 1.5718 1.5871
PP 1.5560 1.5560 1.5560 1.5592
S1 1.5436 1.5436 1.5650 1.5498
S2 1.5187 1.5187 1.5616
S3 1.4814 1.5063 1.5581
S4 1.4441 1.4690 1.5479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5685 1.5312 0.0373 2.4% 0.0128 0.8% 100% True False 7,473
10 1.5685 1.5312 0.0373 2.4% 0.0079 0.5% 100% True False 4,429
20 1.5685 1.5312 0.0373 2.4% 0.0068 0.4% 100% True False 2,630
40 1.5895 1.5235 0.0660 4.2% 0.0055 0.4% 68% False False 1,586
Crabel Price Patterns
NR True
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6110
2.618 1.5947
1.618 1.5847
1.000 1.5785
0.618 1.5747
HIGH 1.5685
0.618 1.5647
0.500 1.5635
0.382 1.5623
LOW 1.5585
0.618 1.5523
1.000 1.5485
1.618 1.5423
2.618 1.5323
4.250 1.5160
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 1.5668 1.5622
PP 1.5651 1.5560
S1 1.5635 1.5499

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

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