CME Euro FX Future December 2008


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 1.5359 1.5494 0.0135 0.9% 1.5356
High 1.5370 1.5494 0.0124 0.8% 1.5494
Low 1.5350 1.5465 0.0115 0.7% 1.5340
Close 1.5359 1.5488 0.0129 0.8% 1.5488
Range 0.0020 0.0029 0.0009 45.0% 0.0154
ATR 0.0083 0.0087 0.0004 4.4% 0.0000
Volume 101 136 35 34.7% 595
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5569 1.5558 1.5504
R3 1.5540 1.5529 1.5496
R2 1.5511 1.5511 1.5493
R1 1.5500 1.5500 1.5491 1.5491
PP 1.5482 1.5482 1.5482 1.5478
S1 1.5471 1.5471 1.5485 1.5462
S2 1.5453 1.5453 1.5483
S3 1.5424 1.5442 1.5480
S4 1.5395 1.5413 1.5472
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5903 1.5849 1.5573
R3 1.5749 1.5695 1.5530
R2 1.5595 1.5595 1.5516
R1 1.5541 1.5541 1.5502 1.5568
PP 1.5441 1.5441 1.5441 1.5454
S1 1.5387 1.5387 1.5474 1.5414
S2 1.5287 1.5287 1.5460
S3 1.5133 1.5233 1.5446
S4 1.4979 1.5079 1.5403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5494 1.5340 0.0154 1.0% 0.0019 0.1% 96% True False 119
10 1.5515 1.5200 0.0315 2.0% 0.0009 0.1% 91% False False 157
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 -0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5617
2.618 1.5570
1.618 1.5541
1.000 1.5523
0.618 1.5512
HIGH 1.5494
0.618 1.5483
0.500 1.5480
0.382 1.5476
LOW 1.5465
0.618 1.5447
1.000 1.5436
1.618 1.5418
2.618 1.5389
4.250 1.5342
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 1.5485 1.5466
PP 1.5482 1.5444
S1 1.5480 1.5422

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

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