CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 1.5639 1.5616 -0.0023 -0.1% 1.5387
High 1.5650 1.5616 -0.0034 -0.2% 1.5650
Low 1.5610 1.5616 0.0006 0.0% 1.5345
Close 1.5639 1.5616 -0.0023 -0.1% 1.5639
Range 0.0040 0.0000 -0.0040 -100.0% 0.0305
ATR 0.0088 0.0083 -0.0005 -5.3% 0.0000
Volume 736 553 -183 -24.9% 1,669
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5616 1.5616 1.5616
R3 1.5616 1.5616 1.5616
R2 1.5616 1.5616 1.5616
R1 1.5616 1.5616 1.5616 1.5616
PP 1.5616 1.5616 1.5616 1.5616
S1 1.5616 1.5616 1.5616 1.5616
S2 1.5616 1.5616 1.5616
S3 1.5616 1.5616 1.5616
S4 1.5616 1.5616 1.5616
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.6460 1.6354 1.5807
R3 1.6155 1.6049 1.5723
R2 1.5850 1.5850 1.5695
R1 1.5744 1.5744 1.5667 1.5797
PP 1.5545 1.5545 1.5545 1.5571
S1 1.5439 1.5439 1.5611 1.5492
S2 1.5240 1.5240 1.5583
S3 1.4935 1.5134 1.5555
S4 1.4630 1.4829 1.5471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5650 1.5440 0.0210 1.3% 0.0033 0.2% 84% False False 407
10 1.5650 1.5340 0.0310 2.0% 0.0030 0.2% 89% False False 279
20 1.5650 1.5200 0.0450 2.9% 0.0015 0.1% 92% False False 200
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5616
2.618 1.5616
1.618 1.5616
1.000 1.5616
0.618 1.5616
HIGH 1.5616
0.618 1.5616
0.500 1.5616
0.382 1.5616
LOW 1.5616
0.618 1.5616
1.000 1.5616
1.618 1.5616
2.618 1.5616
4.250 1.5616
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 1.5616 1.5630
PP 1.5616 1.5625
S1 1.5616 1.5621

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

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