CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 16-Apr-2008
Day Change Summary
Previous Current
15-Apr-2008 16-Apr-2008 Change Change % Previous Week
Open 1.5665 1.5837 0.0172 1.1% 1.5581
High 1.5700 1.5855 0.0155 1.0% 1.5720
Low 1.5635 1.5830 0.0195 1.2% 1.5575
Close 1.5665 1.5837 0.0172 1.1% 1.5705
Range 0.0065 0.0025 -0.0040 -61.5% 0.0145
ATR 0.0095 0.0102 0.0007 7.1% 0.0000
Volume 102 237 135 132.4% 894
Daily Pivots for day following 16-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.5916 1.5901 1.5851
R3 1.5891 1.5876 1.5844
R2 1.5866 1.5866 1.5842
R1 1.5851 1.5851 1.5839 1.5850
PP 1.5841 1.5841 1.5841 1.5840
S1 1.5826 1.5826 1.5835 1.5825
S2 1.5816 1.5816 1.5832
S3 1.5791 1.5801 1.5830
S4 1.5766 1.5776 1.5823
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.6102 1.6048 1.5785
R3 1.5957 1.5903 1.5745
R2 1.5812 1.5812 1.5732
R1 1.5758 1.5758 1.5718 1.5785
PP 1.5667 1.5667 1.5667 1.5680
S1 1.5613 1.5613 1.5692 1.5640
S2 1.5522 1.5522 1.5678
S3 1.5377 1.5468 1.5665
S4 1.5232 1.5323 1.5625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5855 1.5600 0.0255 1.6% 0.0056 0.4% 93% True False 196
10 1.5855 1.5410 0.0445 2.8% 0.0048 0.3% 96% True False 170
20 1.5855 1.5225 0.0630 4.0% 0.0059 0.4% 97% True False 264
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5961
2.618 1.5920
1.618 1.5895
1.000 1.5880
0.618 1.5870
HIGH 1.5855
0.618 1.5845
0.500 1.5843
0.382 1.5840
LOW 1.5830
0.618 1.5815
1.000 1.5805
1.618 1.5790
2.618 1.5765
4.250 1.5724
Fisher Pivots for day following 16-Apr-2008
Pivot 1 day 3 day
R1 1.5843 1.5806
PP 1.5841 1.5776
S1 1.5839 1.5745

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

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