CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 1.4619 1.4563 -0.0056 -0.4% 1.4670
High 1.4715 1.4665 -0.0050 -0.3% 1.4715
Low 1.4624 1.4570 -0.0054 -0.4% 1.4520
Close 1.4619 1.4563 -0.0056 -0.4% 1.4563
Range 0.0091 0.0095 0.0004 4.4% 0.0195
ATR 0.0106 0.0105 -0.0001 -0.8% 0.0000
Volume 2,893 4,333 1,440 49.8% 11,318
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4884 1.4819 1.4615
R3 1.4789 1.4724 1.4589
R2 1.4694 1.4694 1.4580
R1 1.4629 1.4629 1.4572 1.4611
PP 1.4599 1.4599 1.4599 1.4590
S1 1.4534 1.4534 1.4554 1.4516
S2 1.4504 1.4504 1.4546
S3 1.4409 1.4439 1.4537
S4 1.4314 1.4344 1.4511
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5184 1.5069 1.4670
R3 1.4989 1.4874 1.4617
R2 1.4794 1.4794 1.4599
R1 1.4679 1.4679 1.4581 1.4639
PP 1.4599 1.4599 1.4599 1.4580
S1 1.4484 1.4484 1.4545 1.4444
S2 1.4404 1.4404 1.4527
S3 1.4209 1.4289 1.4509
S4 1.4014 1.4094 1.4456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4715 1.4520 0.0195 1.3% 0.0081 0.6% 22% False False 2,263
10 1.4805 1.4520 0.0285 2.0% 0.0080 0.5% 15% False False 1,806
20 1.5515 1.4520 0.0995 6.8% 0.0076 0.5% 4% False False 1,347
40 1.5860 1.4520 0.1340 9.2% 0.0061 0.4% 3% False False 880
60 1.5860 1.4520 0.1340 9.2% 0.0047 0.3% 3% False False 677
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 1.5069
2.618 1.4914
1.618 1.4819
1.000 1.4760
0.618 1.4724
HIGH 1.4665
0.618 1.4629
0.500 1.4618
0.382 1.4606
LOW 1.4570
0.618 1.4511
1.000 1.4475
1.618 1.4416
2.618 1.4321
4.250 1.4166
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 1.4618 1.4643
PP 1.4599 1.4616
S1 1.4581 1.4590

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

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