CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 1.4367 1.4410 0.0043 0.3% 1.4670
High 1.4420 1.4420 0.0000 0.0% 1.4715
Low 1.4367 1.4250 -0.0117 -0.8% 1.4520
Close 1.4413 1.4249 -0.0164 -1.1% 1.4563
Range 0.0053 0.0170 0.0117 220.8% 0.0195
ATR 0.0106 0.0111 0.0005 4.3% 0.0000
Volume 6,284 6,069 -215 -3.4% 11,318
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4816 1.4703 1.4343
R3 1.4646 1.4533 1.4296
R2 1.4476 1.4476 1.4280
R1 1.4363 1.4363 1.4265 1.4335
PP 1.4306 1.4306 1.4306 1.4292
S1 1.4193 1.4193 1.4233 1.4165
S2 1.4136 1.4136 1.4218
S3 1.3966 1.4023 1.4202
S4 1.3796 1.3853 1.4156
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 1.4250 0.0465 3.3% 0.0093 0.7% 0% False True 4,400
10 1.4805 1.4250 0.0555 3.9% 0.0083 0.6% 0% False True 2,907
20 1.5390 1.4250 0.1140 8.0% 0.0085 0.6% 0% False True 2,030
40 1.5860 1.4250 0.1610 11.3% 0.0064 0.5% 0% False True 1,227
60 1.5860 1.4250 0.1610 11.3% 0.0051 0.4% 0% False True 909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.5143
2.618 1.4865
1.618 1.4695
1.000 1.4590
0.618 1.4525
HIGH 1.4420
0.618 1.4355
0.500 1.4335
0.382 1.4315
LOW 1.4250
0.618 1.4145
1.000 1.4080
1.618 1.3975
2.618 1.3805
4.250 1.3528
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 1.4335 1.4355
PP 1.4306 1.4320
S1 1.4278 1.4284

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

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