CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 1.5766 1.5813 0.0047 0.3% 1.5799
High 1.5815 1.5850 0.0035 0.2% 1.5955
Low 1.5763 1.5786 0.0023 0.1% 1.5740
Close 1.5796 1.5847 0.0051 0.3% 1.5796
Range 0.0052 0.0064 0.0012 23.1% 0.0215
ATR 0.0107 0.0104 -0.0003 -2.9% 0.0000
Volume 223,062 151,468 -71,594 -32.1% 1,154,729
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.6020 1.5997 1.5882
R3 1.5956 1.5933 1.5865
R2 1.5892 1.5892 1.5859
R1 1.5869 1.5869 1.5853 1.5881
PP 1.5828 1.5828 1.5828 1.5833
S1 1.5805 1.5805 1.5841 1.5817
S2 1.5764 1.5764 1.5835
S3 1.5700 1.5741 1.5829
S4 1.5636 1.5677 1.5812
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.6475 1.6351 1.5914
R3 1.6260 1.6136 1.5855
R2 1.6045 1.6045 1.5835
R1 1.5921 1.5921 1.5816 1.5876
PP 1.5830 1.5830 1.5830 1.5808
S1 1.5706 1.5706 1.5776 1.5661
S2 1.5615 1.5615 1.5757
S3 1.5400 1.5491 1.5737
S4 1.5185 1.5276 1.5678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5955 1.5740 0.0215 1.4% 0.0094 0.6% 50% False False 210,616
10 1.5955 1.5590 0.0365 2.3% 0.0084 0.5% 70% False False 207,726
20 1.5955 1.5402 0.0553 3.5% 0.0084 0.5% 80% False False 208,758
40 1.5955 1.5243 0.0712 4.5% 0.0080 0.5% 85% False False 140,671
60 1.5955 1.5235 0.0720 4.5% 0.0067 0.4% 85% False False 94,035
80 1.5955 1.5235 0.0720 4.5% 0.0065 0.4% 85% False False 70,600
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6122
2.618 1.6018
1.618 1.5954
1.000 1.5914
0.618 1.5890
HIGH 1.5850
0.618 1.5826
0.500 1.5818
0.382 1.5810
LOW 1.5786
0.618 1.5746
1.000 1.5722
1.618 1.5682
2.618 1.5618
4.250 1.5514
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 1.5837 1.5830
PP 1.5828 1.5812
S1 1.5818 1.5795

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

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