CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 1.5428 1.5483 0.0055 0.4% 1.5771
High 1.5480 1.5580 0.0100 0.6% 1.5780
Low 1.5422 1.5485 0.0063 0.4% 1.5520
Close 1.5459 1.5483 0.0024 0.2% 1.5580
Range 0.0058 0.0095 0.0037 63.8% 0.0260
ATR 0.0082 0.0084 0.0003 3.4% 0.0000
Volume 493 332 -161 -32.7% 1,524
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5801 1.5737 1.5535
R3 1.5706 1.5642 1.5509
R2 1.5611 1.5611 1.5500
R1 1.5547 1.5547 1.5492 1.5531
PP 1.5516 1.5516 1.5516 1.5508
S1 1.5452 1.5452 1.5474 1.5436
S2 1.5421 1.5421 1.5466
S3 1.5326 1.5357 1.5457
S4 1.5231 1.5262 1.5431
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 1.5645 1.5422 0.0223 1.4% 0.0049 0.3% 27% False False 297
10 1.5780 1.5422 0.0358 2.3% 0.0049 0.3% 17% False False 313
20 1.5860 1.5422 0.0438 2.8% 0.0044 0.3% 14% False False 380
40 1.5860 1.5200 0.0660 4.3% 0.0031 0.2% 43% False False 315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5984
2.618 1.5829
1.618 1.5734
1.000 1.5675
0.618 1.5639
HIGH 1.5580
0.618 1.5544
0.500 1.5533
0.382 1.5521
LOW 1.5485
0.618 1.5426
1.000 1.5390
1.618 1.5331
2.618 1.5236
4.250 1.5081
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 1.5533 1.5501
PP 1.5516 1.5495
S1 1.5500 1.5489

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

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