CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 1.5544 1.5580 0.0036 0.2% 1.5771
High 1.5580 1.5590 0.0010 0.1% 1.5780
Low 1.5520 1.5570 0.0050 0.3% 1.5520
Close 1.5544 1.5580 0.0036 0.2% 1.5580
Range 0.0060 0.0020 -0.0040 -66.7% 0.0260
ATR 0.0079 0.0076 -0.0002 -3.0% 0.0000
Volume 403 190 -213 -52.9% 1,524
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5640 1.5630 1.5591
R3 1.5620 1.5610 1.5586
R2 1.5600 1.5600 1.5584
R1 1.5590 1.5590 1.5582 1.5590
PP 1.5580 1.5580 1.5580 1.5580
S1 1.5570 1.5570 1.5578 1.5570
S2 1.5560 1.5560 1.5576
S3 1.5540 1.5550 1.5575
S4 1.5520 1.5530 1.5569
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.6407 1.6253 1.5723
R3 1.6147 1.5993 1.5652
R2 1.5887 1.5887 1.5628
R1 1.5733 1.5733 1.5604 1.5680
PP 1.5627 1.5627 1.5627 1.5600
S1 1.5473 1.5473 1.5556 1.5420
S2 1.5367 1.5367 1.5532
S3 1.5107 1.5213 1.5509
S4 1.4847 1.4953 1.5437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5780 1.5520 0.0260 1.7% 0.0049 0.3% 23% False False 304
10 1.5860 1.5520 0.0340 2.2% 0.0052 0.3% 18% False False 464
20 1.5860 1.5500 0.0360 2.3% 0.0036 0.2% 22% False False 403
40 1.5860 1.5200 0.0660 4.2% 0.0025 0.2% 58% False False 288
Crabel Price Patterns
NR True
NR4 True
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5675
2.618 1.5642
1.618 1.5622
1.000 1.5610
0.618 1.5602
HIGH 1.5590
0.618 1.5582
0.500 1.5580
0.382 1.5578
LOW 1.5570
0.618 1.5558
1.000 1.5550
1.618 1.5538
2.618 1.5518
4.250 1.5485
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 1.5580 1.5572
PP 1.5580 1.5563
S1 1.5580 1.5555

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

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