CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 1.5771 1.5670 -0.0101 -0.6% 1.5792
High 1.5771 1.5780 0.0009 0.1% 1.5860
Low 1.5771 1.5645 -0.0126 -0.8% 1.5680
Close 1.5771 1.5665 -0.0106 -0.7% 1.5720
Range 0.0000 0.0135 0.0135 0.0180
ATR 0.0074 0.0078 0.0004 5.9% 0.0000
Volume 145 149 4 2.8% 3,116
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.6102 1.6018 1.5739
R3 1.5967 1.5883 1.5702
R2 1.5832 1.5832 1.5690
R1 1.5748 1.5748 1.5677 1.5723
PP 1.5697 1.5697 1.5697 1.5684
S1 1.5613 1.5613 1.5653 1.5588
S2 1.5562 1.5562 1.5640
S3 1.5427 1.5478 1.5628
S4 1.5292 1.5343 1.5591
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 1.5780 1.5645 0.0135 0.9% 0.0049 0.3% 15% True True 387
10 1.5860 1.5617 0.0243 1.6% 0.0041 0.3% 20% False False 387
20 1.5860 1.5440 0.0420 2.7% 0.0037 0.2% 54% False False 404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 1.6354
2.618 1.6133
1.618 1.5998
1.000 1.5915
0.618 1.5863
HIGH 1.5780
0.618 1.5728
0.500 1.5713
0.382 1.5697
LOW 1.5645
0.618 1.5562
1.000 1.5510
1.618 1.5427
2.618 1.5292
4.250 1.5071
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 1.5713 1.5713
PP 1.5697 1.5697
S1 1.5681 1.5681

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

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