CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 1.4687 1.4670 -0.0017 -0.1% 1.4613
High 1.4730 1.4710 -0.0020 -0.1% 1.4805
Low 1.4690 1.4660 -0.0030 -0.2% 1.4565
Close 1.4687 1.4670 -0.0017 -0.1% 1.4687
Range 0.0040 0.0050 0.0010 25.0% 0.0240
ATR 0.0107 0.0103 -0.0004 -3.8% 0.0000
Volume 1,676 917 -759 -45.3% 6,750
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4830 1.4800 1.4698
R3 1.4780 1.4750 1.4684
R2 1.4730 1.4730 1.4679
R1 1.4700 1.4700 1.4675 1.4695
PP 1.4680 1.4680 1.4680 1.4678
S1 1.4650 1.4650 1.4665 1.4645
S2 1.4630 1.4630 1.4661
S3 1.4580 1.4600 1.4656
S4 1.4530 1.4550 1.4643
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5406 1.5286 1.4819
R3 1.5166 1.5046 1.4753
R2 1.4926 1.4926 1.4731
R1 1.4806 1.4806 1.4709 1.4866
PP 1.4686 1.4686 1.4686 1.4716
S1 1.4566 1.4566 1.4665 1.4626
S2 1.4446 1.4446 1.4643
S3 1.4206 1.4326 1.4621
S4 1.3966 1.4086 1.4555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4805 1.4565 0.0240 1.6% 0.0079 0.5% 44% False False 1,395
10 1.4865 1.4565 0.0300 2.0% 0.0083 0.6% 35% False False 1,176
20 1.5580 1.4565 0.1015 6.9% 0.0069 0.5% 10% False False 935
40 1.5860 1.4565 0.1295 8.8% 0.0053 0.4% 8% False False 662
60 1.5860 1.4565 0.1295 8.8% 0.0041 0.3% 8% False False 508
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4923
2.618 1.4841
1.618 1.4791
1.000 1.4760
0.618 1.4741
HIGH 1.4710
0.618 1.4691
0.500 1.4685
0.382 1.4679
LOW 1.4660
0.618 1.4629
1.000 1.4610
1.618 1.4579
2.618 1.4529
4.250 1.4448
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 1.4685 1.4733
PP 1.4680 1.4712
S1 1.4675 1.4691

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

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