CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 01-Jul-2008

Day Change Summary
	Previous	Current
	30-Jun-2008	01-Jul-2008	Change	Change %	Previous Week
Open	1.5616	1.5657	0.0041	0.3%	1.5387
High	1.5616	1.5675	0.0059	0.4%	1.5650
Low	1.5616	1.5625	0.0009	0.1%	1.5345
Close	1.5616	1.5657	0.0041	0.3%	1.5639
Range	0.0000	0.0050	0.0050		0.0305
ATR	0.0083	0.0081	-0.0002	-2.1%	0.0000
Volume	553	448	-105	-19.0%	1,669

Daily Pivots for day following 01-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5802	1.5780	1.5685
R3	1.5752	1.5730	1.5671
R2	1.5702	1.5702	1.5666
R1	1.5680	1.5680	1.5662	1.5682
PP	1.5652	1.5652	1.5652	1.5654
S1	1.5630	1.5630	1.5652	1.5632
S2	1.5602	1.5602	1.5648
S3	1.5552	1.5580	1.5643
S4	1.5502	1.5530	1.5630

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	1.5675	1.5440	0.0235	1.5%	0.0037	0.2%	92%	True	False	452
10	1.5675	1.5345	0.0330	2.1%	0.0031	0.2%	95%	True	False	316
20	1.5675	1.5200	0.0475	3.0%	0.0018	0.1%	96%	True	False	220

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5888
2.618	1.5806
1.618	1.5756
1.000	1.5725
0.618	1.5706
HIGH	1.5675
0.618	1.5656
0.500	1.5650
0.382	1.5644
LOW	1.5625
0.618	1.5594
1.000	1.5575
1.618	1.5544
2.618	1.5494
4.250	1.5413

Fisher Pivots for day following 01-Jul-2008
Pivot	1 day	3 day
R1	1.5655	1.5652
PP	1.5652	1.5647
S1	1.5650	1.5643

Download as Excel Spreadsheet

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

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