CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 28-May-2008
Day Change Summary
Previous Current
27-May-2008 28-May-2008 Change Change % Previous Week
Open 1.5611 1.5547 -0.0064 -0.4% 1.5418
High 1.5617 1.5575 -0.0042 -0.3% 1.5685
Low 1.5617 1.5535 -0.0082 -0.5% 1.5395
Close 1.5611 1.5547 -0.0064 -0.4% 1.5696
Range 0.0000 0.0040 0.0040 0.0290
ATR 0.0096 0.0094 -0.0001 -1.5% 0.0000
Volume 738 1,127 389 52.7% 4,349
Daily Pivots for day following 28-May-2008
Classic Woodie Camarilla DeMark
R4 1.5672 1.5650 1.5569
R3 1.5632 1.5610 1.5558
R2 1.5592 1.5592 1.5554
R1 1.5570 1.5570 1.5551 1.5567
PP 1.5552 1.5552 1.5552 1.5551
S1 1.5530 1.5530 1.5543 1.5527
S2 1.5512 1.5512 1.5540
S3 1.5472 1.5490 1.5536
S4 1.5432 1.5450 1.5525
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 1.6462 1.6369 1.5856
R3 1.6172 1.6079 1.5776
R2 1.5882 1.5882 1.5749
R1 1.5789 1.5789 1.5723 1.5836
PP 1.5592 1.5592 1.5592 1.5615
S1 1.5499 1.5499 1.5669 1.5546
S2 1.5302 1.5302 1.5643
S3 1.5012 1.5209 1.5616
S4 1.4722 1.4919 1.5537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5685 1.5535 0.0150 1.0% 0.0030 0.2% 8% False True 863
10 1.5685 1.5330 0.0355 2.3% 0.0043 0.3% 61% False False 854
20 1.5685 1.5235 0.0450 2.9% 0.0043 0.3% 69% False False 786
40 1.5895 1.5235 0.0660 4.2% 0.0047 0.3% 47% False False 570
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5745
2.618 1.5680
1.618 1.5640
1.000 1.5615
0.618 1.5600
HIGH 1.5575
0.618 1.5560
0.500 1.5555
0.382 1.5550
LOW 1.5535
0.618 1.5510
1.000 1.5495
1.618 1.5470
2.618 1.5430
4.250 1.5365
Fisher Pivots for day following 28-May-2008
Pivot 1 day 3 day
R1 1.5555 1.5610
PP 1.5552 1.5589
S1 1.5550 1.5568

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

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