CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 1.2639 1.2632 -0.0007 -0.1% 1.2868
High 1.2720 1.2680 -0.0040 -0.3% 1.2895
Low 1.2618 1.2550 -0.0068 -0.5% 1.2428
Close 1.2663 1.2563 -0.0100 -0.8% 1.2778
Range 0.0102 0.0130 0.0028 27.5% 0.0467
ATR 0.0223 0.0216 -0.0007 -3.0% 0.0000
Volume 181,184 153,544 -27,640 -15.3% 751,983
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2988 1.2905 1.2635
R3 1.2858 1.2775 1.2599
R2 1.2728 1.2728 1.2587
R1 1.2645 1.2645 1.2575 1.2622
PP 1.2598 1.2598 1.2598 1.2586
S1 1.2515 1.2515 1.2551 1.2492
S2 1.2468 1.2468 1.2539
S3 1.2338 1.2385 1.2527
S4 1.2208 1.2255 1.2492
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 1.2778 1.2428 0.0350 2.8% 0.0152 1.2% 39% False False 186,989
10 1.3090 1.2428 0.0662 5.3% 0.0167 1.3% 20% False False 193,489
20 1.3208 1.2395 0.0813 6.5% 0.0173 1.4% 21% False False 205,568
40 1.4790 1.2395 0.2395 19.1% 0.0164 1.3% 7% False False 198,428
60 1.4790 1.2395 0.2395 19.1% 0.0151 1.2% 7% False False 162,423
80 1.5645 1.2395 0.3250 25.9% 0.0130 1.0% 5% False False 122,024
100 1.5860 1.2395 0.3465 27.6% 0.0112 0.9% 5% False False 97,705
120 1.5860 1.2395 0.3465 27.6% 0.0095 0.8% 5% False False 81,444
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 0.0035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3233
2.618 1.3020
1.618 1.2890
1.000 1.2810
0.618 1.2760
HIGH 1.2680
0.618 1.2630
0.500 1.2615
0.382 1.2600
LOW 1.2550
0.618 1.2470
1.000 1.2420
1.618 1.2340
2.618 1.2210
4.250 1.1998
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 1.2615 1.2664
PP 1.2598 1.2630
S1 1.2580 1.2597

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

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