CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 1.5529 1.5617 0.0088 0.6% 1.5616
High 1.5555 1.5617 0.0062 0.4% 1.5755
Low 1.5520 1.5617 0.0097 0.6% 1.5567
Close 1.5529 1.5617 0.0088 0.6% 1.5567
Range 0.0035 0.0000 -0.0035 -100.0% 0.0188
ATR 0.0085 0.0085 0.0000 0.3% 0.0000
Volume 272 153 -119 -43.8% 2,220
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5617 1.5617 1.5617
R3 1.5617 1.5617 1.5617
R2 1.5617 1.5617 1.5617
R1 1.5617 1.5617 1.5617 1.5617
PP 1.5617 1.5617 1.5617 1.5617
S1 1.5617 1.5617 1.5617 1.5617
S2 1.5617 1.5617 1.5617
S3 1.5617 1.5617 1.5617
S4 1.5617 1.5617 1.5617
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.6194 1.6068 1.5670
R3 1.6006 1.5880 1.5619
R2 1.5818 1.5818 1.5601
R1 1.5692 1.5692 1.5584 1.5661
PP 1.5630 1.5630 1.5630 1.5614
S1 1.5504 1.5504 1.5550 1.5473
S2 1.5442 1.5442 1.5533
S3 1.5254 1.5316 1.5515
S4 1.5066 1.5128 1.5464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5617 1.5500 0.0117 0.7% 0.0028 0.2% 100% True False 342
10 1.5755 1.5500 0.0255 1.6% 0.0023 0.1% 46% False False 425
20 1.5755 1.5200 0.0555 3.6% 0.0025 0.2% 75% False False 274
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5617
2.618 1.5617
1.618 1.5617
1.000 1.5617
0.618 1.5617
HIGH 1.5617
0.618 1.5617
0.500 1.5617
0.382 1.5617
LOW 1.5617
0.618 1.5617
1.000 1.5617
1.618 1.5617
2.618 1.5617
4.250 1.5617
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 1.5617 1.5598
PP 1.5617 1.5578
S1 1.5617 1.5559

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

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