CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 24-Jul-2008

Day Change Summary
	Previous	Current
	23-Jul-2008	24-Jul-2008	Change	Change %	Previous Week
Open	1.5561	1.5544	-0.0017	-0.1%	1.5792
High	1.5590	1.5580	-0.0010	-0.1%	1.5860
Low	1.5560	1.5520	-0.0040	-0.3%	1.5680
Close	1.5561	1.5544	-0.0017	-0.1%	1.5720
Range	0.0030	0.0060	0.0030	100.0%	0.0180
ATR	0.0080	0.0079	-0.0001	-1.8%	0.0000
Volume	637	403	-234	-36.7%	3,116

Daily Pivots for day following 24-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5728	1.5696	1.5577
R3	1.5668	1.5636	1.5561
R2	1.5608	1.5608	1.5555
R1	1.5576	1.5576	1.5550	1.5574
PP	1.5548	1.5548	1.5548	1.5547
S1	1.5516	1.5516	1.5539	1.5514
S2	1.5488	1.5488	1.5533
S3	1.5428	1.5456	1.5528
S4	1.5368	1.5396	1.5511

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6293	1.6187	1.5819
R3	1.6113	1.6007	1.5770
R2	1.5933	1.5933	1.5753
R1	1.5827	1.5827	1.5737	1.5790
PP	1.5753	1.5753	1.5753	1.5735
S1	1.5647	1.5647	1.5704	1.5610
S2	1.5573	1.5573	1.5687
S3	1.5393	1.5467	1.5671
S4	1.5213	1.5287	1.5621

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5780	1.5520	0.0260	1.7%	0.0048	0.3%	9%	False	True	330
10	1.5860	1.5520	0.0340	2.2%	0.0050	0.3%	7%	False	True	460
20	1.5860	1.5500	0.0360	2.3%	0.0037	0.2%	12%	False	False	430
40	1.5860	1.5200	0.0660	4.2%	0.0025	0.2%	52%	False	False	285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5835
2.618	1.5737
1.618	1.5677
1.000	1.5640
0.618	1.5617
HIGH	1.5580
0.618	1.5557
0.500	1.5550
0.382	1.5543
LOW	1.5520
0.618	1.5483
1.000	1.5460
1.618	1.5423
2.618	1.5363
4.250	1.5265

Fisher Pivots for day following 24-Jul-2008
Pivot	1 day	3 day
R1	1.5550	1.5650
PP	1.5548	1.5615
S1	1.5546	1.5579

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols