CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 1.2719 1.2800 0.0081 0.6% 1.2428
High 1.2755 1.2800 0.0045 0.4% 1.3090
Low 1.2660 1.2580 -0.0080 -0.6% 1.2395
Close 1.2741 1.2609 -0.0132 -1.0% 1.2741
Range 0.0095 0.0220 0.0125 131.6% 0.0695
ATR 0.0223 0.0223 0.0000 -0.1% 0.0000
Volume 252,762 242,201 -10,561 -4.2% 1,151,683
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3323 1.3186 1.2730
R3 1.3103 1.2966 1.2670
R2 1.2883 1.2883 1.2649
R1 1.2746 1.2746 1.2629 1.2705
PP 1.2663 1.2663 1.2663 1.2642
S1 1.2526 1.2526 1.2589 1.2485
S2 1.2443 1.2443 1.2569
S3 1.2223 1.2306 1.2549
S4 1.2003 1.2086 1.2488
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4827 1.4479 1.3123
R3 1.4132 1.3784 1.2932
R2 1.3437 1.3437 1.2868
R1 1.3089 1.3089 1.2805 1.3263
PP 1.2742 1.2742 1.2742 1.2829
S1 1.2394 1.2394 1.2677 1.2568
S2 1.2047 1.2047 1.2614
S3 1.1352 1.1699 1.2550
S4 1.0657 1.1004 1.2359
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3090 1.2455 0.0635 5.0% 0.0205 1.6% 24% False False 229,495
10 1.3208 1.2395 0.0813 6.4% 0.0178 1.4% 26% False False 217,648
20 1.3795 1.2395 0.1400 11.1% 0.0160 1.3% 15% False False 197,571
40 1.4790 1.2395 0.2395 19.0% 0.0164 1.3% 9% False False 194,251
60 1.4970 1.2395 0.2575 20.4% 0.0137 1.1% 8% False False 130,380
80 1.5860 1.2395 0.3465 27.5% 0.0116 0.9% 6% False False 97,895
100 1.5860 1.2395 0.3465 27.5% 0.0098 0.8% 6% False False 78,372
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3735
2.618 1.3376
1.618 1.3156
1.000 1.3020
0.618 1.2936
HIGH 1.2800
0.618 1.2716
0.500 1.2690
0.382 1.2664
LOW 1.2580
0.618 1.2444
1.000 1.2360
1.618 1.2224
2.618 1.2004
4.250 1.1645
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 1.2690 1.2835
PP 1.2663 1.2760
S1 1.2636 1.2684

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

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