CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 1.2501 1.2633 0.0132 1.1% 1.2868
High 1.2700 1.2778 0.0078 0.6% 1.2895
Low 1.2428 1.2633 0.0205 1.6% 1.2428
Close 1.2675 1.2778 0.0103 0.8% 1.2778
Range 0.0272 0.0145 -0.0127 -46.7% 0.0467
ATR 0.0234 0.0227 -0.0006 -2.7% 0.0000
Volume 184,654 250,042 65,388 35.4% 751,983
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3165 1.3116 1.2858
R3 1.3020 1.2971 1.2818
R2 1.2875 1.2875 1.2805
R1 1.2826 1.2826 1.2791 1.2851
PP 1.2730 1.2730 1.2730 1.2742
S1 1.2681 1.2681 1.2765 1.2706
S2 1.2585 1.2585 1.2751
S3 1.2440 1.2536 1.2738
S4 1.2295 1.2391 1.2698
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.4101 1.3907 1.3035
R3 1.3634 1.3440 1.2906
R2 1.3167 1.3167 1.2864
R1 1.2973 1.2973 1.2821 1.2837
PP 1.2700 1.2700 1.2700 1.2632
S1 1.2506 1.2506 1.2735 1.2370
S2 1.2233 1.2233 1.2692
S3 1.1766 1.2039 1.2650
S4 1.1299 1.1572 1.2521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2895 1.2428 0.0467 3.7% 0.0161 1.3% 75% False False 193,844
10 1.3090 1.2428 0.0662 5.2% 0.0176 1.4% 53% False False 209,512
20 1.3480 1.2395 0.1085 8.5% 0.0172 1.3% 35% False False 205,475
40 1.4790 1.2395 0.2395 18.7% 0.0168 1.3% 16% False False 202,135
60 1.4805 1.2395 0.2410 18.9% 0.0150 1.2% 16% False False 156,883
80 1.5645 1.2395 0.3250 25.4% 0.0129 1.0% 12% False False 117,853
100 1.5860 1.2395 0.3465 27.1% 0.0110 0.9% 11% False False 94,363
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 0.0031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3394
2.618 1.3158
1.618 1.3013
1.000 1.2923
0.618 1.2868
HIGH 1.2778
0.618 1.2723
0.500 1.2706
0.382 1.2688
LOW 1.2633
0.618 1.2543
1.000 1.2488
1.618 1.2398
2.618 1.2253
4.250 1.2017
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 1.2754 1.2720
PP 1.2730 1.2661
S1 1.2706 1.2603

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

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