CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 1.5438 1.5480 0.0042 0.3% 1.5640
High 1.5465 1.5515 0.0050 0.3% 1.5645
Low 1.5430 1.5470 0.0040 0.3% 1.5422
Close 1.5438 1.5480 0.0042 0.3% 1.5438
Range 0.0035 0.0045 0.0010 28.6% 0.0223
ATR 0.0082 0.0082 0.0000 -0.4% 0.0000
Volume 1,119 369 -750 -67.0% 2,415
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5623 1.5597 1.5505
R3 1.5578 1.5552 1.5492
R2 1.5533 1.5533 1.5488
R1 1.5507 1.5507 1.5484 1.5503
PP 1.5488 1.5488 1.5488 1.5486
S1 1.5462 1.5462 1.5476 1.5458
S2 1.5443 1.5443 1.5472
S3 1.5398 1.5417 1.5468
S4 1.5353 1.5372 1.5455
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.6171 1.6027 1.5561
R3 1.5948 1.5804 1.5499
R2 1.5725 1.5725 1.5479
R1 1.5581 1.5581 1.5458 1.5542
PP 1.5502 1.5502 1.5502 1.5482
S1 1.5358 1.5358 1.5418 1.5319
S2 1.5279 1.5279 1.5397
S3 1.5056 1.5135 1.5377
S4 1.4833 1.4912 1.5315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5580 1.5422 0.0158 1.0% 0.0054 0.3% 37% False False 504
10 1.5780 1.5422 0.0358 2.3% 0.0055 0.4% 16% False False 416
20 1.5860 1.5422 0.0438 2.8% 0.0043 0.3% 13% False False 407
40 1.5860 1.5200 0.0660 4.3% 0.0033 0.2% 42% False False 351
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5706
2.618 1.5633
1.618 1.5588
1.000 1.5560
0.618 1.5543
HIGH 1.5515
0.618 1.5498
0.500 1.5493
0.382 1.5487
LOW 1.5470
0.618 1.5442
1.000 1.5425
1.618 1.5397
2.618 1.5352
4.250 1.5279
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 1.5493 1.5505
PP 1.5488 1.5497
S1 1.5484 1.5488

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

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