CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 07-May-2008
Day Change Summary
Previous Current
06-May-2008 07-May-2008 Change Change % Previous Week
Open 1.5426 1.5300 -0.0126 -0.8% 1.5543
High 1.5435 1.5300 -0.0135 -0.9% 1.5550
Low 1.5426 1.5300 -0.0126 -0.8% 1.5295
Close 1.5427 1.5298 -0.0129 -0.8% 1.5312
Range 0.0009 0.0000 -0.0009 -100.0% 0.0255
ATR 0.0102 0.0104 0.0002 1.8% 0.0000
Volume 557 610 53 9.5% 3,781
Daily Pivots for day following 07-May-2008
Classic Woodie Camarilla DeMark
R4 1.5299 1.5299 1.5298
R3 1.5299 1.5299 1.5298
R2 1.5299 1.5299 1.5298
R1 1.5299 1.5299 1.5298 1.5299
PP 1.5299 1.5299 1.5299 1.5300
S1 1.5299 1.5299 1.5298 1.5299
S2 1.5299 1.5299 1.5298
S3 1.5299 1.5299 1.5298
S4 1.5299 1.5299 1.5298
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 1.6151 1.5986 1.5452
R3 1.5896 1.5731 1.5382
R2 1.5641 1.5641 1.5359
R1 1.5476 1.5476 1.5335 1.5431
PP 1.5386 1.5386 1.5386 1.5363
S1 1.5221 1.5221 1.5289 1.5176
S2 1.5131 1.5131 1.5265
S3 1.4876 1.4966 1.5242
S4 1.4621 1.4711 1.5172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5435 1.5295 0.0140 0.9% 0.0017 0.1% 2% False False 643
10 1.5620 1.5295 0.0325 2.1% 0.0030 0.2% 1% False False 646
20 1.5895 1.5295 0.0600 3.9% 0.0044 0.3% 1% False False 513
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5300
2.618 1.5300
1.618 1.5300
1.000 1.5300
0.618 1.5300
HIGH 1.5300
0.618 1.5300
0.500 1.5300
0.382 1.5300
LOW 1.5300
0.618 1.5300
1.000 1.5300
1.618 1.5300
2.618 1.5300
4.250 1.5300
Fisher Pivots for day following 07-May-2008
Pivot 1 day 3 day
R1 1.5300 1.5368
PP 1.5299 1.5344
S1 1.5299 1.5321

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

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