CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 1.5580 1.5640 0.0060 0.4% 1.5771
High 1.5590 1.5645 0.0055 0.4% 1.5780
Low 1.5570 1.5608 0.0038 0.2% 1.5520
Close 1.5580 1.5640 0.0060 0.4% 1.5580
Range 0.0020 0.0037 0.0017 85.0% 0.0260
ATR 0.0076 0.0076 -0.0001 -1.1% 0.0000
Volume 190 263 73 38.4% 1,524
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5742 1.5728 1.5660
R3 1.5705 1.5691 1.5650
R2 1.5668 1.5668 1.5647
R1 1.5654 1.5654 1.5643 1.5659
PP 1.5631 1.5631 1.5631 1.5633
S1 1.5617 1.5617 1.5637 1.5622
S2 1.5594 1.5594 1.5633
S3 1.5557 1.5580 1.5630
S4 1.5520 1.5543 1.5620
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.6407 1.6253 1.5723
R3 1.6147 1.5993 1.5652
R2 1.5887 1.5887 1.5628
R1 1.5733 1.5733 1.5604 1.5680
PP 1.5627 1.5627 1.5627 1.5600
S1 1.5473 1.5473 1.5556 1.5420
S2 1.5367 1.5367 1.5532
S3 1.5107 1.5213 1.5509
S4 1.4847 1.4953 1.5437
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% 0.0056 0.4% 46% False False 328
10 1.5860 1.5520 0.0340 2.2% 0.0050 0.3% 35% False False 428
20 1.5860 1.5500 0.0360 2.3% 0.0037 0.2% 39% False False 388
40 1.5860 1.5200 0.0660 4.2% 0.0026 0.2% 67% False False 294
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5802
2.618 1.5742
1.618 1.5705
1.000 1.5682
0.618 1.5668
HIGH 1.5645
0.618 1.5631
0.500 1.5627
0.382 1.5622
LOW 1.5608
0.618 1.5585
1.000 1.5571
1.618 1.5548
2.618 1.5511
4.250 1.5451
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 1.5636 1.5621
PP 1.5631 1.5602
S1 1.5627 1.5583

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

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