CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 20-May-2008
Day Change Summary
Previous Current
19-May-2008 20-May-2008 Change Change % Previous Week
Open 1.5418 1.5569 0.0151 1.0% 1.5437
High 1.5418 1.5569 0.0151 1.0% 1.5492
Low 1.5395 1.5569 0.0174 1.1% 1.5330
Close 1.5414 1.5569 0.0155 1.0% 1.5483
Range 0.0023 0.0000 -0.0023 -100.0% 0.0162
ATR 0.0095 0.0099 0.0004 4.5% 0.0000
Volume 1,159 739 -420 -36.2% 4,004
Daily Pivots for day following 20-May-2008
Classic Woodie Camarilla DeMark
R4 1.5569 1.5569 1.5569
R3 1.5569 1.5569 1.5569
R2 1.5569 1.5569 1.5569
R1 1.5569 1.5569 1.5569 1.5569
PP 1.5569 1.5569 1.5569 1.5569
S1 1.5569 1.5569 1.5569 1.5569
S2 1.5569 1.5569 1.5569
S3 1.5569 1.5569 1.5569
S4 1.5569 1.5569 1.5569
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 1.5921 1.5864 1.5572
R3 1.5759 1.5702 1.5528
R2 1.5597 1.5597 1.5513
R1 1.5540 1.5540 1.5498 1.5569
PP 1.5435 1.5435 1.5435 1.5449
S1 1.5378 1.5378 1.5468 1.5407
S2 1.5273 1.5273 1.5453
S3 1.5111 1.5216 1.5438
S4 1.4949 1.5054 1.5394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5569 1.5330 0.0239 1.5% 0.0055 0.4% 100% True False 845
10 1.5569 1.5235 0.0334 2.1% 0.0055 0.4% 100% True False 799
20 1.5805 1.5235 0.0570 3.7% 0.0045 0.3% 59% False False 724
40 1.5895 1.5235 0.0660 4.2% 0.0052 0.3% 51% False False 533
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5569
2.618 1.5569
1.618 1.5569
1.000 1.5569
0.618 1.5569
HIGH 1.5569
0.618 1.5569
0.500 1.5569
0.382 1.5569
LOW 1.5569
0.618 1.5569
1.000 1.5569
1.618 1.5569
2.618 1.5569
4.250 1.5569
Fisher Pivots for day following 20-May-2008
Pivot 1 day 3 day
R1 1.5569 1.5535
PP 1.5569 1.5501
S1 1.5569 1.5467

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

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