CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 1.4729 1.4700 -0.0029 -0.2% 1.4087
High 1.4770 1.4730 -0.0040 -0.3% 1.4508
Low 1.4610 1.4625 0.0015 0.1% 1.4030
Close 1.4702 1.4655 -0.0047 -0.3% 1.4443
Range 0.0160 0.0105 -0.0055 -34.4% 0.0478
ATR 0.0168 0.0163 -0.0004 -2.7% 0.0000
Volume 252,973 209,570 -43,403 -17.2% 1,363,060
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4985 1.4925 1.4713
R3 1.4880 1.4820 1.4684
R2 1.4775 1.4775 1.4674
R1 1.4715 1.4715 1.4665 1.4693
PP 1.4670 1.4670 1.4670 1.4659
S1 1.4610 1.4610 1.4645 1.4588
S2 1.4565 1.4565 1.4636
S3 1.4460 1.4505 1.4626
S4 1.4355 1.4400 1.4597
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5761 1.5580 1.4706
R3 1.5283 1.5102 1.4574
R2 1.4805 1.4805 1.4531
R1 1.4624 1.4624 1.4487 1.4715
PP 1.4327 1.4327 1.4327 1.4372
S1 1.4146 1.4146 1.4399 1.4237
S2 1.3849 1.3849 1.4355
S3 1.3371 1.3668 1.4312
S4 1.2893 1.3190 1.4180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4790 1.4200 0.0590 4.0% 0.0188 1.3% 77% False False 230,709
10 1.4790 1.3811 0.0979 6.7% 0.0175 1.2% 86% False False 230,866
20 1.4790 1.3811 0.0979 6.7% 0.0145 1.0% 86% False False 123,779
40 1.5580 1.3811 0.1769 12.1% 0.0108 0.7% 48% False False 62,367
60 1.5860 1.3811 0.2049 14.0% 0.0084 0.6% 41% False False 41,704
80 1.5860 1.3811 0.2049 14.0% 0.0068 0.5% 41% False False 31,333
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5176
2.618 1.5005
1.618 1.4900
1.000 1.4835
0.618 1.4795
HIGH 1.4730
0.618 1.4690
0.500 1.4678
0.382 1.4665
LOW 1.4625
0.618 1.4560
1.000 1.4520
1.618 1.4455
2.618 1.4350
4.250 1.4179
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 1.4678 1.4655
PP 1.4670 1.4655
S1 1.4663 1.4655

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

View Archives - Comment on this page... - Back to Index of Symbols