CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 1.2911 1.2935 0.0024 0.2% 1.2616
High 1.2988 1.3060 0.0072 0.6% 1.2838
Low 1.2810 1.2935 0.0125 1.0% 1.2585
Close 1.2918 1.3010 0.0092 0.7% 1.2688
Range 0.0178 0.0125 -0.0053 -29.8% 0.0253
ATR 0.0199 0.0195 -0.0004 -2.0% 0.0000
Volume 158,119 179,421 21,302 13.5% 798,513
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.3377 1.3318 1.3079
R3 1.3252 1.3193 1.3044
R2 1.3127 1.3127 1.3033
R1 1.3068 1.3068 1.3021 1.3098
PP 1.3002 1.3002 1.3002 1.3016
S1 1.2943 1.2943 1.2999 1.2973
S2 1.2877 1.2877 1.2987
S3 1.2752 1.2818 1.2976
S4 1.2627 1.2693 1.2941
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.3463 1.3328 1.2827
R3 1.3210 1.3075 1.2758
R2 1.2957 1.2957 1.2734
R1 1.2822 1.2822 1.2711 1.2890
PP 1.2704 1.2704 1.2704 1.2737
S1 1.2569 1.2569 1.2665 1.2637
S2 1.2451 1.2451 1.2642
S3 1.2198 1.2316 1.2618
S4 1.1945 1.2063 1.2549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3060 1.2598 0.0462 3.6% 0.0143 1.1% 89% True False 178,677
10 1.3060 1.2585 0.0475 3.7% 0.0121 0.9% 89% True False 171,623
20 1.3075 1.2428 0.0647 5.0% 0.0140 1.1% 90% False False 181,578
40 1.3770 1.2395 0.1375 10.6% 0.0154 1.2% 45% False False 190,380
60 1.4790 1.2395 0.2395 18.4% 0.0159 1.2% 26% False False 199,947
80 1.4805 1.2395 0.2410 18.5% 0.0145 1.1% 26% False False 155,597
100 1.5780 1.2395 0.3385 26.0% 0.0127 1.0% 18% False False 124,602
120 1.5860 1.2395 0.3465 26.6% 0.0112 0.9% 18% False False 103,902
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3591
2.618 1.3387
1.618 1.3262
1.000 1.3185
0.618 1.3137
HIGH 1.3060
0.618 1.3012
0.500 1.2998
0.382 1.2983
LOW 1.2935
0.618 1.2858
1.000 1.2810
1.618 1.2733
2.618 1.2608
4.250 1.2404
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 1.3006 1.2985
PP 1.3002 1.2960
S1 1.2998 1.2935

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

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