CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 1.5578 1.5548 -0.0030 -0.2% 1.5703
High 1.5662 1.5550 -0.0112 -0.7% 1.5728
Low 1.5540 1.5485 -0.0055 -0.4% 1.5485
Close 1.5557 1.5512 -0.0045 -0.3% 1.5512
Range 0.0122 0.0065 -0.0057 -46.7% 0.0243
ATR 0.0108 0.0105 -0.0003 -2.4% 0.0000
Volume 210,481 258,246 47,765 22.7% 1,046,368
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5711 1.5676 1.5548
R3 1.5646 1.5611 1.5530
R2 1.5581 1.5581 1.5524
R1 1.5546 1.5546 1.5518 1.5531
PP 1.5516 1.5516 1.5516 1.5508
S1 1.5481 1.5481 1.5506 1.5466
S2 1.5451 1.5451 1.5500
S3 1.5386 1.5416 1.5494
S4 1.5321 1.5351 1.5476
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.6304 1.6151 1.5646
R3 1.6061 1.5908 1.5579
R2 1.5818 1.5818 1.5557
R1 1.5665 1.5665 1.5534 1.5620
PP 1.5575 1.5575 1.5575 1.5553
S1 1.5422 1.5422 1.5490 1.5377
S2 1.5332 1.5332 1.5467
S3 1.5089 1.5179 1.5445
S4 1.4846 1.4936 1.5378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5728 1.5485 0.0243 1.6% 0.0094 0.6% 11% False True 209,273
10 1.5867 1.5485 0.0382 2.5% 0.0091 0.6% 7% False True 200,661
20 1.5955 1.5485 0.0470 3.0% 0.0091 0.6% 6% False True 212,010
40 1.5955 1.5243 0.0712 4.6% 0.0083 0.5% 38% False False 186,292
60 1.5955 1.5235 0.0720 4.6% 0.0078 0.5% 38% False False 124,852
80 1.5955 1.5235 0.0720 4.6% 0.0070 0.4% 38% False False 93,767
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5826
2.618 1.5720
1.618 1.5655
1.000 1.5615
0.618 1.5590
HIGH 1.5550
0.618 1.5525
0.500 1.5518
0.382 1.5510
LOW 1.5485
0.618 1.5445
1.000 1.5420
1.618 1.5380
2.618 1.5315
4.250 1.5209
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 1.5518 1.5574
PP 1.5516 1.5553
S1 1.5514 1.5533

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

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