CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 1.5595 1.5529 -0.0066 -0.4% 1.5616
High 1.5605 1.5555 -0.0050 -0.3% 1.5755
Low 1.5500 1.5520 0.0020 0.1% 1.5567
Close 1.5601 1.5529 -0.0072 -0.5% 1.5567
Range 0.0105 0.0035 -0.0070 -66.7% 0.0188
ATR 0.0085 0.0085 0.0000 -0.3% 0.0000
Volume 472 272 -200 -42.4% 2,220
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5640 1.5619 1.5548
R3 1.5605 1.5584 1.5539
R2 1.5570 1.5570 1.5535
R1 1.5549 1.5549 1.5532 1.5547
PP 1.5535 1.5535 1.5535 1.5533
S1 1.5514 1.5514 1.5526 1.5512
S2 1.5500 1.5500 1.5523
S3 1.5465 1.5479 1.5519
S4 1.5430 1.5444 1.5510
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.6194 1.6068 1.5670
R3 1.6006 1.5880 1.5619
R2 1.5818 1.5818 1.5601
R1 1.5692 1.5692 1.5584 1.5661
PP 1.5630 1.5630 1.5630 1.5614
S1 1.5504 1.5504 1.5550 1.5473
S2 1.5442 1.5442 1.5533
S3 1.5254 1.5316 1.5515
S4 1.5066 1.5128 1.5464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5755 1.5500 0.0255 1.6% 0.0028 0.2% 11% False False 392
10 1.5755 1.5440 0.0315 2.0% 0.0033 0.2% 28% False False 422
20 1.5755 1.5200 0.0555 3.6% 0.0025 0.2% 59% False False 302
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5704
2.618 1.5647
1.618 1.5612
1.000 1.5590
0.618 1.5577
HIGH 1.5555
0.618 1.5542
0.500 1.5538
0.382 1.5533
LOW 1.5520
0.618 1.5498
1.000 1.5485
1.618 1.5463
2.618 1.5428
4.250 1.5371
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 1.5538 1.5553
PP 1.5535 1.5545
S1 1.5532 1.5537

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

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