CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 15-May-2008
Day Change Summary
Previous Current
14-May-2008 15-May-2008 Change Change % Previous Week
Open 1.5364 1.5358 -0.0006 0.0% 1.5395
High 1.5390 1.5415 0.0025 0.2% 1.5435
Low 1.5350 1.5330 -0.0020 -0.1% 1.5235
Close 1.5364 1.5358 -0.0006 0.0% 1.5377
Range 0.0040 0.0085 0.0045 112.5% 0.0200
ATR 0.0093 0.0092 -0.0001 -0.6% 0.0000
Volume 527 680 153 29.0% 3,063
Daily Pivots for day following 15-May-2008
Classic Woodie Camarilla DeMark
R4 1.5623 1.5575 1.5405
R3 1.5538 1.5490 1.5381
R2 1.5453 1.5453 1.5374
R1 1.5405 1.5405 1.5366 1.5401
PP 1.5368 1.5368 1.5368 1.5365
S1 1.5320 1.5320 1.5350 1.5316
S2 1.5283 1.5283 1.5342
S3 1.5198 1.5235 1.5335
S4 1.5113 1.5150 1.5311
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 1.5322 0.0128 0.8% 0.0064 0.4% 28% False False 710
10 1.5450 1.5235 0.0215 1.4% 0.0049 0.3% 57% False False 683
20 1.5895 1.5235 0.0660 4.3% 0.0049 0.3% 19% False False 670
40 1.5895 1.5225 0.0670 4.4% 0.0051 0.3% 20% False False 464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5776
2.618 1.5638
1.618 1.5553
1.000 1.5500
0.618 1.5468
HIGH 1.5415
0.618 1.5383
0.500 1.5373
0.382 1.5362
LOW 1.5330
0.618 1.5277
1.000 1.5245
1.618 1.5192
2.618 1.5107
4.250 1.4969
Fisher Pivots for day following 15-May-2008
Pivot 1 day 3 day
R1 1.5373 1.5378
PP 1.5368 1.5371
S1 1.5363 1.5365

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

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