CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 1.5320 1.5222 -0.0098 -0.6% 1.5640
High 1.5325 1.5390 0.0065 0.4% 1.5645
Low 1.5308 1.5211 -0.0097 -0.6% 1.5422
Close 1.5311 1.5222 -0.0089 -0.6% 1.5438
Range 0.0017 0.0179 0.0162 952.9% 0.0223
ATR 0.0083 0.0090 0.0007 8.2% 0.0000
Volume 430 493 63 14.7% 2,415
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5811 1.5696 1.5320
R3 1.5632 1.5517 1.5271
R2 1.5453 1.5453 1.5255
R1 1.5338 1.5338 1.5238 1.5312
PP 1.5274 1.5274 1.5274 1.5261
S1 1.5159 1.5159 1.5206 1.5133
S2 1.5095 1.5095 1.5189
S3 1.4916 1.4980 1.5173
S4 1.4737 1.4801 1.5124
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 1.5515 1.5211 0.0304 2.0% 0.0060 0.4% 4% False True 547
10 1.5645 1.5211 0.0434 2.9% 0.0055 0.4% 3% False True 422
20 1.5860 1.5211 0.0649 4.3% 0.0052 0.3% 2% False True 441
40 1.5860 1.5200 0.0660 4.3% 0.0038 0.3% 3% False False 361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 1.6151
2.618 1.5859
1.618 1.5680
1.000 1.5569
0.618 1.5501
HIGH 1.5390
0.618 1.5322
0.500 1.5301
0.382 1.5279
LOW 1.5211
0.618 1.5100
1.000 1.5032
1.618 1.4921
2.618 1.4742
4.250 1.4450
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 1.5301 1.5301
PP 1.5274 1.5274
S1 1.5248 1.5248

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

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