CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 1.2977 1.2951 -0.0026 -0.2% 1.2639
High 1.3075 1.2965 -0.0110 -0.8% 1.2797
Low 1.2915 1.2815 -0.0100 -0.8% 1.2429
Close 1.3018 1.2874 -0.0144 -1.1% 1.2496
Range 0.0160 0.0150 -0.0010 -6.3% 0.0368
ATR 0.0222 0.0220 -0.0001 -0.6% 0.0000
Volume 207,295 243,274 35,979 17.4% 887,760
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3335 1.3254 1.2957
R3 1.3185 1.3104 1.2915
R2 1.3035 1.3035 1.2902
R1 1.2954 1.2954 1.2888 1.2920
PP 1.2885 1.2885 1.2885 1.2867
S1 1.2804 1.2804 1.2860 1.2770
S2 1.2735 1.2735 1.2847
S3 1.2585 1.2654 1.2833
S4 1.2435 1.2504 1.2792
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3678 1.3455 1.2698
R3 1.3310 1.3087 1.2597
R2 1.2942 1.2942 1.2563
R1 1.2719 1.2719 1.2530 1.2647
PP 1.2574 1.2574 1.2574 1.2538
S1 1.2351 1.2351 1.2462 1.2279
S2 1.2206 1.2206 1.2429
S3 1.1838 1.1983 1.2395
S4 1.1470 1.1615 1.2294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3075 1.2429 0.0646 5.0% 0.0146 1.1% 69% False False 216,357
10 1.3075 1.2428 0.0647 5.0% 0.0164 1.3% 69% False False 199,308
20 1.3090 1.2428 0.0662 5.1% 0.0176 1.4% 67% False False 205,722
40 1.4352 1.2395 0.1957 15.2% 0.0164 1.3% 24% False False 199,101
60 1.4790 1.2395 0.2395 18.6% 0.0160 1.2% 20% False False 182,601
80 1.5515 1.2395 0.3120 24.2% 0.0139 1.1% 15% False False 137,287
100 1.5860 1.2395 0.3465 26.9% 0.0121 0.9% 14% False False 109,912
120 1.5860 1.2395 0.3465 26.9% 0.0103 0.8% 14% False False 91,639
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 0.0039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3603
2.618 1.3358
1.618 1.3208
1.000 1.3115
0.618 1.3058
HIGH 1.2965
0.618 1.2908
0.500 1.2890
0.382 1.2872
LOW 1.2815
0.618 1.2722
1.000 1.2665
1.618 1.2572
2.618 1.2422
4.250 1.2178
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 1.2890 1.2915
PP 1.2885 1.2901
S1 1.2879 1.2888

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

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