CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 1.5656 1.5762 0.0106 0.7% 1.5595
High 1.5656 1.5762 0.0106 0.7% 1.5762
Low 1.5656 1.5762 0.0106 0.7% 1.5500
Close 1.5656 1.5762 0.0106 0.7% 1.5762
Range
ATR 0.0082 0.0083 0.0002 2.1% 0.0000
Volume 152 156 4 2.6% 1,205
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5762 1.5762 1.5762
R3 1.5762 1.5762 1.5762
R2 1.5762 1.5762 1.5762
R1 1.5762 1.5762 1.5762 1.5762
PP 1.5762 1.5762 1.5762 1.5762
S1 1.5762 1.5762 1.5762 1.5762
S2 1.5762 1.5762 1.5762
S3 1.5762 1.5762 1.5762
S4 1.5762 1.5762 1.5762
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.6461 1.6373 1.5906
R3 1.6199 1.6111 1.5834
R2 1.5937 1.5937 1.5810
R1 1.5849 1.5849 1.5786 1.5893
PP 1.5675 1.5675 1.5675 1.5697
S1 1.5587 1.5587 1.5738 1.5631
S2 1.5413 1.5413 1.5714
S3 1.5151 1.5325 1.5690
S4 1.4889 1.5063 1.5618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5762 1.5500 0.0262 1.7% 0.0028 0.2% 100% True False 241
10 1.5762 1.5500 0.0262 1.7% 0.0019 0.1% 100% True False 342
20 1.5762 1.5340 0.0422 2.7% 0.0025 0.2% 100% True False 284
Crabel Price Patterns
NR False
NR4 False
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 0.0004
Fibonacci Retracements and Extensions
4.250 1.5762
2.618 1.5762
1.618 1.5762
1.000 1.5762
0.618 1.5762
HIGH 1.5762
0.618 1.5762
0.500 1.5762
0.382 1.5762
LOW 1.5762
0.618 1.5762
1.000 1.5762
1.618 1.5762
2.618 1.5762
4.250 1.5762
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 1.5762 1.5738
PP 1.5762 1.5714
S1 1.5762 1.5690

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

View Archives - Comment on this page... - Back to Index of Symbols