CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 1.4364 1.4349 -0.0015 -0.1% 1.4550
High 1.4550 1.4352 -0.0198 -1.4% 1.4790
Low 1.4364 1.4080 -0.0284 -2.0% 1.4520
Close 1.4488 1.4134 -0.0354 -2.4% 1.4623
Range 0.0186 0.0272 0.0086 46.2% 0.0270
ATR 0.0165 0.0182 0.0017 10.6% 0.0000
Volume 175,156 233,554 58,398 33.3% 1,021,608
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5005 1.4841 1.4284
R3 1.4733 1.4569 1.4209
R2 1.4461 1.4461 1.4184
R1 1.4297 1.4297 1.4159 1.4243
PP 1.4189 1.4189 1.4189 1.4162
S1 1.4025 1.4025 1.4109 1.3971
S2 1.3917 1.3917 1.4084
S3 1.3645 1.3753 1.4059
S4 1.3373 1.3481 1.3984
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5454 1.5309 1.4772
R3 1.5184 1.5039 1.4697
R2 1.4914 1.4914 1.4673
R1 1.4769 1.4769 1.4648 1.4842
PP 1.4644 1.4644 1.4644 1.4681
S1 1.4499 1.4499 1.4598 1.4572
S2 1.4374 1.4374 1.4574
S3 1.4104 1.4229 1.4549
S4 1.3834 1.3959 1.4475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4730 1.4080 0.0650 4.6% 0.0162 1.1% 8% False True 193,867
10 1.4790 1.4080 0.0710 5.0% 0.0193 1.4% 8% False True 214,686
20 1.4790 1.3811 0.0979 6.9% 0.0164 1.2% 33% False False 161,157
40 1.5390 1.3811 0.1579 11.2% 0.0120 0.8% 20% False False 81,303
60 1.5860 1.3811 0.2049 14.5% 0.0094 0.7% 16% False False 54,338
80 1.5860 1.3811 0.2049 14.5% 0.0076 0.5% 16% False False 40,827
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 0.0024
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5508
2.618 1.5064
1.618 1.4792
1.000 1.4624
0.618 1.4520
HIGH 1.4352
0.618 1.4248
0.500 1.4216
0.382 1.4184
LOW 1.4080
0.618 1.3912
1.000 1.3808
1.618 1.3640
2.618 1.3368
4.250 1.2924
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 1.4216 1.4373
PP 1.4189 1.4293
S1 1.4161 1.4214

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

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