CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 22-May-2008
Day Change Summary
Previous Current
21-May-2008 22-May-2008 Change Change % Previous Week
Open 1.5682 1.5605 -0.0077 -0.5% 1.5437
High 1.5682 1.5660 -0.0022 -0.1% 1.5492
Low 1.5645 1.5605 -0.0040 -0.3% 1.5330
Close 1.5682 1.5605 -0.0077 -0.5% 1.5483
Range 0.0037 0.0055 0.0018 48.6% 0.0162
ATR 0.0100 0.0099 -0.0002 -1.7% 0.0000
Volume 851 900 49 5.8% 4,004
Daily Pivots for day following 22-May-2008
Classic Woodie Camarilla DeMark
R4 1.5788 1.5752 1.5635
R3 1.5733 1.5697 1.5620
R2 1.5678 1.5678 1.5615
R1 1.5642 1.5642 1.5610 1.5633
PP 1.5623 1.5623 1.5623 1.5619
S1 1.5587 1.5587 1.5600 1.5578
S2 1.5568 1.5568 1.5595
S3 1.5513 1.5532 1.5590
S4 1.5458 1.5477 1.5575
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 1.5365 0.0317 2.0% 0.0048 0.3% 76% False False 953
10 1.5682 1.5322 0.0360 2.3% 0.0056 0.4% 79% False False 832
20 1.5682 1.5235 0.0447 2.9% 0.0043 0.3% 83% False False 763
40 1.5895 1.5235 0.0660 4.2% 0.0050 0.3% 56% False False 529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5894
2.618 1.5804
1.618 1.5749
1.000 1.5715
0.618 1.5694
HIGH 1.5660
0.618 1.5639
0.500 1.5633
0.382 1.5626
LOW 1.5605
0.618 1.5571
1.000 1.5550
1.618 1.5516
2.618 1.5461
4.250 1.5371
Fisher Pivots for day following 22-May-2008
Pivot 1 day 3 day
R1 1.5633 1.5626
PP 1.5623 1.5619
S1 1.5614 1.5612

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

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