CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 13-Jun-2008

Day Change Summary
	Previous	Current
	12-Jun-2008	13-Jun-2008	Change	Change %	Previous Week
Open	1.5286	1.5200	-0.0086	-0.6%	1.5515
High	1.5286	1.5200	-0.0086	-0.6%	1.5515
Low	1.5286	1.5200	-0.0086	-0.6%	1.5200
Close	1.5286	1.5220	-0.0066	-0.4%	1.5220
Range
ATR
Volume	17	87	70	411.8%	979

Daily Pivots for day following 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5207	1.5213	1.5220
R3	1.5207	1.5213	1.5220
R2	1.5207	1.5207	1.5220
R1	1.5213	1.5213	1.5220	1.5210
PP	1.5207	1.5207	1.5207	1.5205
S1	1.5213	1.5213	1.5220	1.5210
S2	1.5207	1.5207	1.5220
S3	1.5207	1.5213	1.5220
S4	1.5207	1.5213	1.5220

Weekly Pivots for week ending 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6257	1.6053	1.5393
R3	1.5942	1.5738	1.5307
R2	1.5627	1.5627	1.5278
R1	1.5423	1.5423	1.5249	1.5368
PP	1.5312	1.5312	1.5312	1.5284
S1	1.5108	1.5108	1.5191	1.5053
S2	1.4997	1.4997	1.5162
S3	1.4682	1.4793	1.5133
S4	1.4367	1.4478	1.5047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5515	1.5200	0.0315	2.1%	0.0000	0.0%	6%	False	True	195
10	1.5598	1.5200	0.0398	2.6%	0.0000	0.0%	5%	False	True	122

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	0.0000

Fibonacci Retracements and Extensions
4.250	1.5200
2.618	1.5200
1.618	1.5200
1.000	1.5200
0.618	1.5200
HIGH	1.5200
0.618	1.5200
0.500	1.5200
0.382	1.5200
LOW	1.5200
0.618	1.5200
1.000	1.5200
1.618	1.5200
2.618	1.5200
4.250	1.5200

Fisher Pivots for day following 13-Jun-2008
Pivot	1 day	3 day
R1	1.5213	1.5312
PP	1.5207	1.5281
S1	1.5200	1.5251

Download as Excel Spreadsheet

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

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