CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 1.4832 1.4842 0.0010 0.1% 1.5480
High 1.4835 1.4865 0.0030 0.2% 1.5515
Low 1.4815 1.4795 -0.0020 -0.1% 1.4920
Close 1.4831 1.4817 -0.0014 -0.1% 1.4911
Range 0.0020 0.0070 0.0050 250.0% 0.0595
ATR 0.0105 0.0102 -0.0002 -2.4% 0.0000
Volume 2,532 1,256 -1,276 -50.4% 2,259
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5036 1.4996 1.4856
R3 1.4966 1.4926 1.4836
R2 1.4896 1.4896 1.4830
R1 1.4856 1.4856 1.4823 1.4841
PP 1.4826 1.4826 1.4826 1.4818
S1 1.4786 1.4786 1.4811 1.4771
S2 1.4756 1.4756 1.4804
S3 1.4686 1.4716 1.4798
S4 1.4616 1.4646 1.4779
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.6900 1.6501 1.5238
R3 1.6305 1.5906 1.5075
R2 1.5710 1.5710 1.5020
R1 1.5311 1.5311 1.4966 1.5213
PP 1.5115 1.5115 1.5115 1.5067
S1 1.4716 1.4716 1.4856 1.4618
S2 1.4520 1.4520 1.4802
S3 1.3925 1.4121 1.4747
S4 1.3330 1.3526 1.4584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5390 1.4795 0.0595 4.0% 0.0067 0.5% 4% False True 1,070
10 1.5580 1.4795 0.0785 5.3% 0.0059 0.4% 3% False True 799
20 1.5780 1.4795 0.0985 6.6% 0.0051 0.3% 2% False True 581
40 1.5860 1.4795 0.1065 7.2% 0.0041 0.3% 2% False True 467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5163
2.618 1.5048
1.618 1.4978
1.000 1.4935
0.618 1.4908
HIGH 1.4865
0.618 1.4838
0.500 1.4830
0.382 1.4822
LOW 1.4795
0.618 1.4752
1.000 1.4725
1.618 1.4682
2.618 1.4612
4.250 1.4498
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 1.4830 1.4883
PP 1.4826 1.4861
S1 1.4821 1.4839

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

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