CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 21-May-2008
Day Change Summary
Previous Current
20-May-2008 21-May-2008 Change Change % Previous Week
Open 1.5569 1.5682 0.0113 0.7% 1.5437
High 1.5569 1.5682 0.0113 0.7% 1.5492
Low 1.5569 1.5645 0.0076 0.5% 1.5330
Close 1.5569 1.5682 0.0113 0.7% 1.5483
Range 0.0000 0.0037 0.0037 0.0162
ATR 0.0099 0.0100 0.0001 1.0% 0.0000
Volume 739 851 112 15.2% 4,004
Daily Pivots for day following 21-May-2008
Classic Woodie Camarilla DeMark
R4 1.5781 1.5768 1.5702
R3 1.5744 1.5731 1.5692
R2 1.5707 1.5707 1.5689
R1 1.5694 1.5694 1.5685 1.5701
PP 1.5670 1.5670 1.5670 1.5673
S1 1.5657 1.5657 1.5679 1.5664
S2 1.5633 1.5633 1.5675
S3 1.5596 1.5620 1.5672
S4 1.5559 1.5583 1.5662
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 1.5682 1.5330 0.0352 2.2% 0.0054 0.3% 100% True False 909
10 1.5682 1.5235 0.0447 2.9% 0.0059 0.4% 100% True False 823
20 1.5682 1.5235 0.0447 2.9% 0.0045 0.3% 100% True False 734
40 1.5895 1.5235 0.0660 4.2% 0.0051 0.3% 68% False False 526
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5839
2.618 1.5779
1.618 1.5742
1.000 1.5719
0.618 1.5705
HIGH 1.5682
0.618 1.5668
0.500 1.5664
0.382 1.5659
LOW 1.5645
0.618 1.5622
1.000 1.5608
1.618 1.5585
2.618 1.5548
4.250 1.5488
Fisher Pivots for day following 21-May-2008
Pivot 1 day 3 day
R1 1.5676 1.5634
PP 1.5670 1.5586
S1 1.5664 1.5539

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

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