CME Euro FX Future September 2008


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Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 1.5527 1.5578 0.0051 0.3% 1.5813
High 1.5563 1.5662 0.0099 0.6% 1.5867
Low 1.5486 1.5540 0.0054 0.3% 1.5592
Close 1.5533 1.5557 0.0024 0.2% 1.5653
Range 0.0077 0.0122 0.0045 58.4% 0.0275
ATR 0.0106 0.0108 0.0002 1.5% 0.0000
Volume 252,951 210,481 -42,470 -16.8% 960,250
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5952 1.5877 1.5624
R3 1.5830 1.5755 1.5591
R2 1.5708 1.5708 1.5579
R1 1.5633 1.5633 1.5568 1.5610
PP 1.5586 1.5586 1.5586 1.5575
S1 1.5511 1.5511 1.5546 1.5488
S2 1.5464 1.5464 1.5535
S3 1.5342 1.5389 1.5523
S4 1.5220 1.5267 1.5490
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.6529 1.6366 1.5804
R3 1.6254 1.6091 1.5729
R2 1.5979 1.5979 1.5703
R1 1.5816 1.5816 1.5678 1.5760
PP 1.5704 1.5704 1.5704 1.5676
S1 1.5541 1.5541 1.5628 1.5485
S2 1.5429 1.5429 1.5603
S3 1.5154 1.5266 1.5577
S4 1.4879 1.4991 1.5502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5728 1.5486 0.0242 1.6% 0.0093 0.6% 29% False False 198,002
10 1.5867 1.5486 0.0381 2.4% 0.0090 0.6% 19% False False 197,143
20 1.5955 1.5486 0.0469 3.0% 0.0098 0.6% 15% False False 209,404
40 1.5955 1.5243 0.0712 4.6% 0.0087 0.6% 44% False False 180,114
60 1.5955 1.5235 0.0720 4.6% 0.0077 0.5% 45% False False 120,558
80 1.5955 1.5235 0.0720 4.6% 0.0069 0.4% 45% False False 90,542
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6181
2.618 1.5981
1.618 1.5859
1.000 1.5784
0.618 1.5737
HIGH 1.5662
0.618 1.5615
0.500 1.5601
0.382 1.5587
LOW 1.5540
0.618 1.5465
1.000 1.5418
1.618 1.5343
2.618 1.5221
4.250 1.5022
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 1.5601 1.5579
PP 1.5586 1.5572
S1 1.5572 1.5564

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

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