CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 22-Apr-2008
Day Change Summary
Previous Current
21-Apr-2008 22-Apr-2008 Change Change % Previous Week
Open 1.5776 1.5895 0.0119 0.8% 1.5723
High 1.5835 1.5895 0.0060 0.4% 1.5855
Low 1.5776 1.5795 0.0019 0.1% 1.5625
Close 1.5814 1.5888 0.0074 0.5% 1.5699
Range 0.0059 0.0100 0.0041 69.5% 0.0230
ATR 0.0105 0.0105 0.0000 -0.3% 0.0000
Volume 717 376 -341 -47.6% 1,610
Daily Pivots for day following 22-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.6159 1.6124 1.5943
R3 1.6059 1.6024 1.5916
R2 1.5959 1.5959 1.5906
R1 1.5924 1.5924 1.5897 1.5892
PP 1.5859 1.5859 1.5859 1.5843
S1 1.5824 1.5824 1.5879 1.5792
S2 1.5759 1.5759 1.5870
S3 1.5659 1.5724 1.5861
S4 1.5559 1.5624 1.5833
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.6416 1.6288 1.5826
R3 1.6186 1.6058 1.5762
R2 1.5956 1.5956 1.5741
R1 1.5828 1.5828 1.5720 1.5777
PP 1.5726 1.5726 1.5726 1.5701
S1 1.5598 1.5598 1.5678 1.5547
S2 1.5496 1.5496 1.5657
S3 1.5266 1.5368 1.5636
S4 1.5036 1.5138 1.5573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5895 1.5625 0.0270 1.7% 0.0058 0.4% 97% True False 483
10 1.5895 1.5600 0.0295 1.9% 0.0056 0.4% 98% True False 342
20 1.5895 1.5410 0.0485 3.1% 0.0058 0.4% 99% True False 341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6320
2.618 1.6157
1.618 1.6057
1.000 1.5995
0.618 1.5957
HIGH 1.5895
0.618 1.5857
0.500 1.5845
0.382 1.5833
LOW 1.5795
0.618 1.5733
1.000 1.5695
1.618 1.5633
2.618 1.5533
4.250 1.5370
Fisher Pivots for day following 22-Apr-2008
Pivot 1 day 3 day
R1 1.5874 1.5845
PP 1.5859 1.5803
S1 1.5845 1.5760

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

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