CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 1.4896 1.4889 -0.0007 0.0% 1.5531
High 1.4937 1.4918 -0.0019 -0.1% 1.5593
Low 1.4859 1.4825 -0.0034 -0.2% 1.4978
Close 1.4888 1.4907 0.0019 0.1% 1.4982
Range 0.0078 0.0093 0.0015 19.2% 0.0615
ATR 0.0122 0.0120 -0.0002 -1.7% 0.0000
Volume 274,819 257,688 -17,131 -6.2% 1,046,980
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5162 1.5128 1.4958
R3 1.5069 1.5035 1.4933
R2 1.4976 1.4976 1.4924
R1 1.4942 1.4942 1.4916 1.4959
PP 1.4883 1.4883 1.4883 1.4892
S1 1.4849 1.4849 1.4898 1.4866
S2 1.4790 1.4790 1.4890
S3 1.4697 1.4756 1.4881
S4 1.4604 1.4663 1.4856
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.7029 1.6621 1.5320
R3 1.6414 1.6006 1.5151
R2 1.5799 1.5799 1.5095
R1 1.5391 1.5391 1.5038 1.5288
PP 1.5184 1.5184 1.5184 1.5133
S1 1.4776 1.4776 1.4926 1.4673
S2 1.4569 1.4569 1.4869
S3 1.3954 1.4161 1.4813
S4 1.3339 1.3546 1.4644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5470 1.4825 0.0645 4.3% 0.0113 0.8% 13% False True 278,064
10 1.5662 1.4825 0.0837 5.6% 0.0094 0.6% 10% False True 244,023
20 1.5867 1.4825 0.1042 7.0% 0.0091 0.6% 8% False True 220,707
40 1.5955 1.4825 0.1130 7.6% 0.0086 0.6% 7% False True 213,707
60 1.5955 1.4825 0.1130 7.6% 0.0081 0.5% 7% False True 157,599
80 1.5955 1.4825 0.1130 7.6% 0.0073 0.5% 7% False True 118,376
100 1.5955 1.4825 0.1130 7.6% 0.0070 0.5% 7% False True 94,766
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5313
2.618 1.5161
1.618 1.5068
1.000 1.5011
0.618 1.4975
HIGH 1.4918
0.618 1.4882
0.500 1.4872
0.382 1.4861
LOW 1.4825
0.618 1.4768
1.000 1.4732
1.618 1.4675
2.618 1.4582
4.250 1.4430
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 1.4895 1.4907
PP 1.4883 1.4907
S1 1.4872 1.4907

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

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