CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 1.5391 1.5359 -0.0032 -0.2% 1.5515
High 1.5355 1.5370 0.0015 0.1% 1.5515
Low 1.5355 1.5350 -0.0005 0.0% 1.5200
Close 1.5391 1.5359 -0.0032 -0.2% 1.5220
Range 0.0000 0.0020 0.0020 0.0315
ATR 0.0087 0.0083 -0.0003 -3.8% 0.0000
Volume 259 101 -158 -61.0% 979
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5420 1.5409 1.5370
R3 1.5400 1.5389 1.5365
R2 1.5380 1.5380 1.5363
R1 1.5369 1.5369 1.5361 1.5369
PP 1.5360 1.5360 1.5360 1.5360
S1 1.5349 1.5349 1.5357 1.5349
S2 1.5340 1.5340 1.5355
S3 1.5320 1.5329 1.5354
S4 1.5300 1.5309 1.5348
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 1.5385 1.5200 0.0185 1.2% 0.0013 0.1% 86% False False 109
10 1.5598 1.5200 0.0398 2.6% 0.0007 0.0% 40% False False 145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5455
2.618 1.5422
1.618 1.5402
1.000 1.5390
0.618 1.5382
HIGH 1.5370
0.618 1.5362
0.500 1.5360
0.382 1.5358
LOW 1.5350
0.618 1.5338
1.000 1.5330
1.618 1.5318
2.618 1.5298
4.250 1.5265
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 1.5360 1.5363
PP 1.5360 1.5361
S1 1.5359 1.5360

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

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