CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 1.2632 1.2615 -0.0017 -0.1% 1.2868
High 1.2680 1.2797 0.0117 0.9% 1.2895
Low 1.2550 1.2540 -0.0010 -0.1% 1.2428
Close 1.2563 1.2588 0.0025 0.2% 1.2778
Range 0.0130 0.0257 0.0127 97.7% 0.0467
ATR 0.0216 0.0219 0.0003 1.4% 0.0000
Volume 153,544 141,876 -11,668 -7.6% 751,983
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3413 1.3257 1.2729
R3 1.3156 1.3000 1.2659
R2 1.2899 1.2899 1.2635
R1 1.2743 1.2743 1.2612 1.2693
PP 1.2642 1.2642 1.2642 1.2616
S1 1.2486 1.2486 1.2564 1.2436
S2 1.2385 1.2385 1.2541
S3 1.2128 1.2229 1.2517
S4 1.1871 1.1972 1.2447
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 1.2797 1.2428 0.0369 2.9% 0.0181 1.4% 43% True False 182,260
10 1.3090 1.2428 0.0662 5.3% 0.0170 1.4% 24% False False 190,002
20 1.3090 1.2395 0.0695 5.5% 0.0179 1.4% 28% False False 204,454
40 1.4770 1.2395 0.2375 18.9% 0.0164 1.3% 8% False False 196,775
60 1.4790 1.2395 0.2395 19.0% 0.0155 1.2% 8% False False 164,759
80 1.5645 1.2395 0.3250 25.8% 0.0133 1.1% 6% False False 123,795
100 1.5860 1.2395 0.3465 27.5% 0.0114 0.9% 6% False False 99,117
120 1.5860 1.2395 0.3465 27.5% 0.0097 0.8% 6% False False 82,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0041
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3889
2.618 1.3470
1.618 1.3213
1.000 1.3054
0.618 1.2956
HIGH 1.2797
0.618 1.2699
0.500 1.2669
0.382 1.2638
LOW 1.2540
0.618 1.2381
1.000 1.2283
1.618 1.2124
2.618 1.1867
4.250 1.1448
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 1.2669 1.2669
PP 1.2642 1.2642
S1 1.2615 1.2615

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

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