CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 1.3830 1.3632 -0.0198 -1.4% 1.4364
High 1.3890 1.3632 -0.0258 -1.9% 1.4550
Low 1.3695 1.3461 -0.0234 -1.7% 1.3695
Close 1.3829 1.3461 -0.0368 -2.7% 1.3829
Range 0.0195 0.0171 -0.0024 -12.3% 0.0855
ATR 0.0189 0.0202 0.0013 6.8% 0.0000
Volume 213,913 227,476 13,563 6.3% 1,029,223
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4031 1.3917 1.3555
R3 1.3860 1.3746 1.3508
R2 1.3689 1.3689 1.3492
R1 1.3575 1.3575 1.3477 1.3547
PP 1.3518 1.3518 1.3518 1.3504
S1 1.3404 1.3404 1.3445 1.3376
S2 1.3347 1.3347 1.3430
S3 1.3176 1.3233 1.3414
S4 1.3005 1.3062 1.3367
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 1.4352 1.3461 0.0891 6.6% 0.0177 1.3% 0% False True 216,308
10 1.4770 1.3461 0.1309 9.7% 0.0158 1.2% 0% False True 207,029
20 1.4790 1.3461 0.1329 9.9% 0.0168 1.2% 0% False True 201,680
40 1.4865 1.3461 0.1404 10.4% 0.0129 1.0% 0% False True 102,456
60 1.5860 1.3461 0.2399 17.8% 0.0104 0.8% 0% False True 68,459
80 1.5860 1.3461 0.2399 17.8% 0.0084 0.6% 0% False True 51,415
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4359
2.618 1.4080
1.618 1.3909
1.000 1.3803
0.618 1.3738
HIGH 1.3632
0.618 1.3567
0.500 1.3547
0.382 1.3526
LOW 1.3461
0.618 1.3355
1.000 1.3290
1.618 1.3184
2.618 1.3013
4.250 1.2734
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 1.3547 1.3685
PP 1.3518 1.3610
S1 1.3490 1.3536

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

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