CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 1.4349 1.4108 -0.0241 -1.7% 1.4550
High 1.4352 1.4110 -0.0242 -1.7% 1.4790
Low 1.4080 1.4010 -0.0070 -0.5% 1.4520
Close 1.4134 1.4084 -0.0050 -0.4% 1.4623
Range 0.0272 0.0100 -0.0172 -63.2% 0.0270
ATR 0.0182 0.0178 -0.0004 -2.3% 0.0000
Volume 233,554 222,462 -11,092 -4.7% 1,021,608
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4368 1.4326 1.4139
R3 1.4268 1.4226 1.4112
R2 1.4168 1.4168 1.4102
R1 1.4126 1.4126 1.4093 1.4097
PP 1.4068 1.4068 1.4068 1.4054
S1 1.4026 1.4026 1.4075 1.3997
S2 1.3968 1.3968 1.4066
S3 1.3868 1.3926 1.4057
S4 1.3768 1.3826 1.4029
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 1.4725 1.4010 0.0715 5.1% 0.0161 1.1% 10% False True 196,445
10 1.4790 1.4010 0.0780 5.5% 0.0174 1.2% 9% False True 213,577
20 1.4790 1.3811 0.0979 7.0% 0.0166 1.2% 28% False False 171,966
40 1.5390 1.3811 0.1579 11.2% 0.0122 0.9% 17% False False 86,857
60 1.5860 1.3811 0.2049 14.5% 0.0095 0.7% 13% False False 58,041
80 1.5860 1.3811 0.2049 14.5% 0.0078 0.6% 13% False False 43,606
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4535
2.618 1.4372
1.618 1.4272
1.000 1.4210
0.618 1.4172
HIGH 1.4110
0.618 1.4072
0.500 1.4060
0.382 1.4048
LOW 1.4010
0.618 1.3948
1.000 1.3910
1.618 1.3848
2.618 1.3748
4.250 1.3585
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 1.4076 1.4280
PP 1.4068 1.4215
S1 1.4060 1.4149

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

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