CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 1.3906 1.3830 -0.0076 -0.5% 1.4364
High 1.3908 1.3890 -0.0018 -0.1% 1.4550
Low 1.3760 1.3695 -0.0065 -0.5% 1.3695
Close 1.3833 1.3829 -0.0004 0.0% 1.3829
Range 0.0148 0.0195 0.0047 31.8% 0.0855
ATR 0.0188 0.0189 0.0000 0.3% 0.0000
Volume 184,138 213,913 29,775 16.2% 1,029,223
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4390 1.4304 1.3936
R3 1.4195 1.4109 1.3883
R2 1.4000 1.4000 1.3865
R1 1.3914 1.3914 1.3847 1.3860
PP 1.3805 1.3805 1.3805 1.3777
S1 1.3719 1.3719 1.3811 1.3665
S2 1.3610 1.3610 1.3793
S3 1.3415 1.3524 1.3775
S4 1.3220 1.3329 1.3722
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.6590 1.6064 1.4299
R3 1.5735 1.5209 1.4064
R2 1.4880 1.4880 1.3986
R1 1.4354 1.4354 1.3907 1.4190
PP 1.4025 1.4025 1.4025 1.3942
S1 1.3499 1.3499 1.3751 1.3335
S2 1.3170 1.3170 1.3672
S3 1.2315 1.2644 1.3594
S4 1.1460 1.1789 1.3359
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4550 1.3695 0.0855 6.2% 0.0180 1.3% 16% False True 205,844
10 1.4790 1.3695 0.1095 7.9% 0.0168 1.2% 12% False True 205,083
20 1.4790 1.3695 0.1095 7.9% 0.0169 1.2% 12% False True 190,931
40 1.4970 1.3695 0.1275 9.2% 0.0126 0.9% 11% False True 96,785
60 1.5860 1.3695 0.2165 15.7% 0.0101 0.7% 6% False True 64,670
80 1.5860 1.3695 0.2165 15.7% 0.0082 0.6% 6% False True 48,573
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4719
2.618 1.4401
1.618 1.4206
1.000 1.4085
0.618 1.4011
HIGH 1.3890
0.618 1.3816
0.500 1.3793
0.382 1.3769
LOW 1.3695
0.618 1.3574
1.000 1.3500
1.618 1.3379
2.618 1.3184
4.250 1.2866
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 1.3817 1.3903
PP 1.3805 1.3878
S1 1.3793 1.3854

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

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