CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 25-Apr-2008
Day Change Summary
Previous Current
24-Apr-2008 25-Apr-2008 Change Change % Previous Week
Open 1.5579 1.5492 -0.0087 -0.6% 1.5776
High 1.5620 1.5550 -0.0070 -0.4% 1.5895
Low 1.5535 1.5498 -0.0037 -0.2% 1.5498
Close 1.5579 1.5492 -0.0087 -0.6% 1.5492
Range 0.0085 0.0052 -0.0033 -38.8% 0.0397
ATR 0.0116 0.0114 -0.0003 -2.2% 0.0000
Volume 330 769 439 133.0% 2,836
Daily Pivots for day following 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.5669 1.5633 1.5521
R3 1.5617 1.5581 1.5506
R2 1.5565 1.5565 1.5502
R1 1.5529 1.5529 1.5497 1.5518
PP 1.5513 1.5513 1.5513 1.5508
S1 1.5477 1.5477 1.5487 1.5466
S2 1.5461 1.5461 1.5482
S3 1.5409 1.5425 1.5478
S4 1.5357 1.5373 1.5463
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.6819 1.6553 1.5710
R3 1.6422 1.6156 1.5601
R2 1.6025 1.6025 1.5565
R1 1.5759 1.5759 1.5528 1.5694
PP 1.5628 1.5628 1.5628 1.5596
S1 1.5362 1.5362 1.5456 1.5297
S2 1.5231 1.5231 1.5419
S3 1.4834 1.4965 1.5383
S4 1.4437 1.4568 1.5274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5895 1.5498 0.0397 2.6% 0.0068 0.4% -2% False True 567
10 1.5895 1.5498 0.0397 2.6% 0.0057 0.4% -2% False True 444
20 1.5895 1.5410 0.0485 3.1% 0.0058 0.4% 17% False False 319
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5771
2.618 1.5686
1.618 1.5634
1.000 1.5602
0.618 1.5582
HIGH 1.5550
0.618 1.5530
0.500 1.5524
0.382 1.5518
LOW 1.5498
0.618 1.5466
1.000 1.5446
1.618 1.5414
2.618 1.5362
4.250 1.5277
Fisher Pivots for day following 25-Apr-2008
Pivot 1 day 3 day
R1 1.5524 1.5652
PP 1.5513 1.5598
S1 1.5503 1.5545

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

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