CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 1.5724 1.5771 0.0047 0.3% 1.5792
High 1.5725 1.5771 0.0046 0.3% 1.5860
Low 1.5710 1.5771 0.0061 0.4% 1.5680
Close 1.5720 1.5771 0.0051 0.3% 1.5720
Range 0.0015 0.0000 -0.0015 -100.0% 0.0180
ATR 0.0076 0.0074 -0.0002 -2.3% 0.0000
Volume 319 145 -174 -54.5% 3,116
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5771 1.5771 1.5771
R3 1.5771 1.5771 1.5771
R2 1.5771 1.5771 1.5771
R1 1.5771 1.5771 1.5771 1.5771
PP 1.5771 1.5771 1.5771 1.5771
S1 1.5771 1.5771 1.5771 1.5771
S2 1.5771 1.5771 1.5771
S3 1.5771 1.5771 1.5771
S4 1.5771 1.5771 1.5771
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.6293 1.6187 1.5819
R3 1.6113 1.6007 1.5770
R2 1.5933 1.5933 1.5753
R1 1.5827 1.5827 1.5737 1.5790
PP 1.5753 1.5753 1.5753 1.5735
S1 1.5647 1.5647 1.5704 1.5610
S2 1.5573 1.5573 1.5687
S3 1.5393 1.5467 1.5671
S4 1.5213 1.5287 1.5621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5860 1.5680 0.0180 1.1% 0.0043 0.3% 51% False False 527
10 1.5860 1.5520 0.0340 2.2% 0.0031 0.2% 74% False False 399
20 1.5860 1.5440 0.0420 2.7% 0.0032 0.2% 79% False False 408
Crabel Price Patterns
NR True
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5771
2.618 1.5771
1.618 1.5771
1.000 1.5771
0.618 1.5771
HIGH 1.5771
0.618 1.5771
0.500 1.5771
0.382 1.5771
LOW 1.5771
0.618 1.5771
1.000 1.5771
1.618 1.5771
2.618 1.5771
4.250 1.5771
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 1.5771 1.5758
PP 1.5771 1.5745
S1 1.5771 1.5733

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

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