CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 12-May-2008

Day Change Summary
	Previous	Current
	09-May-2008	12-May-2008	Change	Change %	Previous Week
Open	1.5322	1.5437	0.0115	0.8%	1.5395
High	1.5365	1.5450	0.0085	0.6%	1.5435
Low	1.5322	1.5355	0.0033	0.2%	1.5235
Close	1.5377	1.5437	0.0060	0.4%	1.5377
Range	0.0043	0.0095	0.0052	120.9%	0.0200
ATR	0.0100	0.0099	0.0000	-0.3%	0.0000
Volume	670	469	-201	-30.0%	3,063

Daily Pivots for day following 12-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5699	1.5663	1.5489
R3	1.5604	1.5568	1.5463
R2	1.5509	1.5509	1.5454
R1	1.5473	1.5473	1.5446	1.5485
PP	1.5414	1.5414	1.5414	1.5420
S1	1.5378	1.5378	1.5428	1.5390
S2	1.5319	1.5319	1.5420
S3	1.5224	1.5283	1.5411
S4	1.5129	1.5188	1.5385

Weekly Pivots for week ending 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5949	1.5863	1.5487
R3	1.5749	1.5663	1.5432
R2	1.5549	1.5549	1.5414
R1	1.5463	1.5463	1.5395	1.5406
PP	1.5349	1.5349	1.5349	1.5321
S1	1.5263	1.5263	1.5359	1.5206
S2	1.5149	1.5149	1.5340
S3	1.4949	1.5063	1.5322
S4	1.4749	1.4863	1.5267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5450	1.5235	0.0215	1.4%	0.0046	0.3%	94%	True	False	623
10	1.5535	1.5235	0.0300	1.9%	0.0039	0.3%	67%	False	False	640
20	1.5895	1.5235	0.0660	4.3%	0.0046	0.3%	31%	False	False	578
40	1.5895	1.5225	0.0670	4.3%	0.0052	0.3%	32%	False	False	428

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	0.0005
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.5854
2.618	1.5699
1.618	1.5604
1.000	1.5545
0.618	1.5509
HIGH	1.5450
0.618	1.5414
0.500	1.5403
0.382	1.5391
LOW	1.5355
0.618	1.5296
1.000	1.5260
1.618	1.5201
2.618	1.5106
4.250	1.4951

Fisher Pivots for day following 12-May-2008
Pivot	1 day	3 day
R1	1.5426	1.5406
PP	1.5414	1.5374
S1	1.5403	1.5343

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols