CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 1.5483 1.5438 -0.0045 -0.3% 1.5640
High 1.5580 1.5465 -0.0115 -0.7% 1.5645
Low 1.5485 1.5430 -0.0055 -0.4% 1.5422
Close 1.5483 1.5438 -0.0045 -0.3% 1.5438
Range 0.0095 0.0035 -0.0060 -63.2% 0.0223
ATR 0.0084 0.0082 -0.0002 -2.7% 0.0000
Volume 332 1,119 787 237.0% 2,415
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5549 1.5529 1.5457
R3 1.5514 1.5494 1.5448
R2 1.5479 1.5479 1.5444
R1 1.5459 1.5459 1.5441 1.5456
PP 1.5444 1.5444 1.5444 1.5443
S1 1.5424 1.5424 1.5435 1.5421
S2 1.5409 1.5409 1.5432
S3 1.5374 1.5389 1.5428
S4 1.5339 1.5354 1.5419
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.6171 1.6027 1.5561
R3 1.5948 1.5804 1.5499
R2 1.5725 1.5725 1.5479
R1 1.5581 1.5581 1.5458 1.5542
PP 1.5502 1.5502 1.5502 1.5482
S1 1.5358 1.5358 1.5418 1.5319
S2 1.5279 1.5279 1.5397
S3 1.5056 1.5135 1.5377
S4 1.4833 1.4912 1.5315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5645 1.5422 0.0223 1.4% 0.0052 0.3% 7% False False 483
10 1.5780 1.5422 0.0358 2.3% 0.0051 0.3% 4% False False 393
20 1.5860 1.5422 0.0438 2.8% 0.0046 0.3% 4% False False 413
40 1.5860 1.5200 0.0660 4.3% 0.0032 0.2% 36% False False 343
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5614
2.618 1.5557
1.618 1.5522
1.000 1.5500
0.618 1.5487
HIGH 1.5465
0.618 1.5452
0.500 1.5448
0.382 1.5443
LOW 1.5430
0.618 1.5408
1.000 1.5395
1.618 1.5373
2.618 1.5338
4.250 1.5281
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 1.5448 1.5501
PP 1.5444 1.5480
S1 1.5441 1.5459

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

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