CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 1.5534 1.5625 0.0091 0.6% 1.5356
High 1.5535 1.5625 0.0090 0.6% 1.5494
Low 1.5440 1.5625 0.0185 1.2% 1.5340
Close 1.5533 1.5625 0.0092 0.6% 1.5488
Range 0.0095 0.0000 -0.0095 -100.0% 0.0154
ATR 0.0091 0.0091 0.0000 0.1% 0.0000
Volume 127 397 270 212.6% 595
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5625 1.5625 1.5625
R3 1.5625 1.5625 1.5625
R2 1.5625 1.5625 1.5625
R1 1.5625 1.5625 1.5625 1.5625
PP 1.5625 1.5625 1.5625 1.5625
S1 1.5625 1.5625 1.5625 1.5625
S2 1.5625 1.5625 1.5625
S3 1.5625 1.5625 1.5625
S4 1.5625 1.5625 1.5625
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5903 1.5849 1.5573
R3 1.5749 1.5695 1.5530
R2 1.5595 1.5595 1.5516
R1 1.5541 1.5541 1.5502 1.5568
PP 1.5441 1.5441 1.5441 1.5454
S1 1.5387 1.5387 1.5474 1.5414
S2 1.5287 1.5287 1.5460
S3 1.5133 1.5233 1.5446
S4 1.4979 1.5079 1.5403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5625 1.5345 0.0280 1.8% 0.0039 0.2% 100% True False 213
10 1.5625 1.5200 0.0425 2.7% 0.0026 0.2% 100% True False 161
20 1.5625 1.5200 0.0425 2.7% 0.0013 0.1% 100% True False 140
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 -0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5625
2.618 1.5625
1.618 1.5625
1.000 1.5625
0.618 1.5625
HIGH 1.5625
0.618 1.5625
0.500 1.5625
0.382 1.5625
LOW 1.5625
0.618 1.5625
1.000 1.5625
1.618 1.5625
2.618 1.5625
4.250 1.5625
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 1.5625 1.5594
PP 1.5625 1.5563
S1 1.5625 1.5533

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

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