CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 1.2935 1.3239 0.0304 2.4% 1.2616
High 1.3060 1.3395 0.0335 2.6% 1.2838
Low 1.2935 1.3230 0.0295 2.3% 1.2585
Close 1.3010 1.3314 0.0304 2.3% 1.2688
Range 0.0125 0.0165 0.0040 32.0% 0.0253
ATR 0.0195 0.0208 0.0014 7.0% 0.0000
Volume 179,421 181,234 1,813 1.0% 798,513
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.3808 1.3726 1.3405
R3 1.3643 1.3561 1.3359
R2 1.3478 1.3478 1.3344
R1 1.3396 1.3396 1.3329 1.3437
PP 1.3313 1.3313 1.3313 1.3334
S1 1.3231 1.3231 1.3299 1.3272
S2 1.3148 1.3148 1.3284
S3 1.2983 1.3066 1.3269
S4 1.2818 1.2901 1.3223
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 1.3395 1.2630 0.0765 5.7% 0.0128 1.0% 89% True False 186,123
10 1.3395 1.2585 0.0810 6.1% 0.0123 0.9% 90% True False 165,419
20 1.3395 1.2428 0.0967 7.3% 0.0143 1.1% 92% True False 182,364
40 1.3640 1.2395 0.1245 9.4% 0.0155 1.2% 74% False False 191,699
60 1.4790 1.2395 0.2395 18.0% 0.0161 1.2% 38% False False 198,145
80 1.4805 1.2395 0.2410 18.1% 0.0146 1.1% 38% False False 157,854
100 1.5780 1.2395 0.3385 25.4% 0.0129 1.0% 27% False False 126,411
120 1.5860 1.2395 0.3465 26.0% 0.0113 0.8% 27% False False 105,411
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4096
2.618 1.3827
1.618 1.3662
1.000 1.3560
0.618 1.3497
HIGH 1.3395
0.618 1.3332
0.500 1.3313
0.382 1.3293
LOW 1.3230
0.618 1.3128
1.000 1.3065
1.618 1.2963
2.618 1.2798
4.250 1.2529
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 1.3314 1.3244
PP 1.3313 1.3173
S1 1.3313 1.3103

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

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