CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 16-Jun-2008

Day Change Summary
	Previous	Current
	13-Jun-2008	16-Jun-2008	Change	Change %	Previous Week
Open	1.5200	1.5356	0.0156	1.0%	1.5515
High	1.5200	1.5356	0.0156	1.0%	1.5515
Low	1.5200	1.5356	0.0156	1.0%	1.5200
Close	1.5220	1.5356	0.0136	0.9%	1.5220
Range
ATR
Volume	87	19	-68	-78.2%	979

Daily Pivots for day following 16-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5356	1.5356	1.5356
R3	1.5356	1.5356	1.5356
R2	1.5356	1.5356	1.5356
R1	1.5356	1.5356	1.5356	1.5356
PP	1.5356	1.5356	1.5356	1.5356
S1	1.5356	1.5356	1.5356	1.5356
S2	1.5356	1.5356	1.5356
S3	1.5356	1.5356	1.5356
S4	1.5356	1.5356	1.5356

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	1.5423	1.5200	0.0223	1.5%	0.0000	0.0%	70%	False	False	195
10	1.5598	1.5200	0.0398	2.6%	0.0000	0.0%	39%	False	False	120

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	1.5356
2.618	1.5356
1.618	1.5356
1.000	1.5356
0.618	1.5356
HIGH	1.5356
0.618	1.5356
0.500	1.5356
0.382	1.5356
LOW	1.5356
0.618	1.5356
1.000	1.5356
1.618	1.5356
2.618	1.5356
4.250	1.5356

Fisher Pivots for day following 16-Jun-2008
Pivot	1 day	3 day
R1	1.5356	1.5330
PP	1.5356	1.5304
S1	1.5356	1.5278

Download as Excel Spreadsheet

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

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