CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 29-Jul-2008
Day Change Summary
Previous Current
28-Jul-2008 29-Jul-2008 Change Change % Previous Week
Open 1.5640 1.5490 -0.0150 -1.0% 1.5771
High 1.5645 1.5490 -0.0155 -1.0% 1.5780
Low 1.5608 1.5455 -0.0153 -1.0% 1.5520
Close 1.5640 1.5474 -0.0166 -1.1% 1.5580
Range 0.0037 0.0035 -0.0002 -5.4% 0.0260
ATR 0.0076 0.0083 0.0008 10.3% 0.0000
Volume 263 208 -55 -20.9% 1,524
Daily Pivots for day following 29-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5578 1.5561 1.5493
R3 1.5543 1.5526 1.5484
R2 1.5508 1.5508 1.5480
R1 1.5491 1.5491 1.5477 1.5482
PP 1.5473 1.5473 1.5473 1.5469
S1 1.5456 1.5456 1.5471 1.5447
S2 1.5438 1.5438 1.5468
S3 1.5403 1.5421 1.5464
S4 1.5368 1.5386 1.5455
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 1.5645 1.5455 0.0190 1.2% 0.0036 0.2% 10% False True 340
10 1.5780 1.5455 0.0325 2.1% 0.0043 0.3% 6% False True 363
20 1.5860 1.5455 0.0405 2.6% 0.0037 0.2% 5% False True 376
40 1.5860 1.5200 0.0660 4.3% 0.0027 0.2% 42% False False 298
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5639
2.618 1.5582
1.618 1.5547
1.000 1.5525
0.618 1.5512
HIGH 1.5490
0.618 1.5477
0.500 1.5473
0.382 1.5468
LOW 1.5455
0.618 1.5433
1.000 1.5420
1.618 1.5398
2.618 1.5363
4.250 1.5306
Fisher Pivots for day following 29-Jul-2008
Pivot 1 day 3 day
R1 1.5474 1.5550
PP 1.5473 1.5525
S1 1.5473 1.5499

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

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