CME Euro FX Future September 2008


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Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 1.5419 1.5544 0.0125 0.8% 1.5391
High 1.5445 1.5587 0.0142 0.9% 1.5587
Low 1.5410 1.5529 0.0119 0.8% 1.5391
Close 1.5427 1.5557 0.0130 0.8% 1.5557
Range 0.0035 0.0058 0.0023 65.7% 0.0196
ATR 0.0111 0.0114 0.0004 3.2% 0.0000
Volume 166,387 185,002 18,615 11.2% 959,070
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5732 1.5702 1.5589
R3 1.5674 1.5644 1.5573
R2 1.5616 1.5616 1.5568
R1 1.5586 1.5586 1.5562 1.5601
PP 1.5558 1.5558 1.5558 1.5565
S1 1.5528 1.5528 1.5552 1.5543
S2 1.5500 1.5500 1.5546
S3 1.5442 1.5470 1.5541
S4 1.5384 1.5412 1.5525
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.6100 1.6024 1.5665
R3 1.5904 1.5828 1.5611
R2 1.5708 1.5708 1.5593
R1 1.5632 1.5632 1.5575 1.5670
PP 1.5512 1.5512 1.5512 1.5531
S1 1.5436 1.5436 1.5539 1.5474
S2 1.5316 1.5316 1.5521
S3 1.5120 1.5240 1.5503
S4 1.4924 1.5044 1.5449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5587 1.5391 0.0196 1.3% 0.0049 0.3% 85% True False 191,814
10 1.5701 1.5243 0.0458 2.9% 0.0070 0.4% 69% False False 140,739
20 1.5701 1.5243 0.0458 2.9% 0.0075 0.5% 69% False False 72,584
40 1.5701 1.5235 0.0466 3.0% 0.0059 0.4% 69% False False 36,673
60 1.5895 1.5235 0.0660 4.2% 0.0058 0.4% 49% False False 24,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5834
2.618 1.5739
1.618 1.5681
1.000 1.5645
0.618 1.5623
HIGH 1.5587
0.618 1.5565
0.500 1.5558
0.382 1.5551
LOW 1.5529
0.618 1.5493
1.000 1.5471
1.618 1.5435
2.618 1.5377
4.250 1.5283
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 1.5558 1.5538
PP 1.5558 1.5518
S1 1.5557 1.5499

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

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