CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 1.5480 1.5360 -0.0120 -0.8% 1.5640
High 1.5515 1.5375 -0.0140 -0.9% 1.5645
Low 1.5470 1.5350 -0.0120 -0.8% 1.5422
Close 1.5480 1.5365 -0.0115 -0.7% 1.5438
Range 0.0045 0.0025 -0.0020 -44.4% 0.0223
ATR 0.0082 0.0085 0.0003 4.2% 0.0000
Volume 369 327 -42 -11.4% 2,415
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5438 1.5427 1.5379
R3 1.5413 1.5402 1.5372
R2 1.5388 1.5388 1.5370
R1 1.5377 1.5377 1.5367 1.5383
PP 1.5363 1.5363 1.5363 1.5366
S1 1.5352 1.5352 1.5363 1.5358
S2 1.5338 1.5338 1.5360
S3 1.5313 1.5327 1.5358
S4 1.5288 1.5302 1.5351
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 1.5580 1.5350 0.0230 1.5% 0.0052 0.3% 7% False True 528
10 1.5645 1.5350 0.0295 1.9% 0.0044 0.3% 5% False True 434
20 1.5860 1.5350 0.0510 3.3% 0.0043 0.3% 3% False True 410
40 1.5860 1.5200 0.0660 4.3% 0.0034 0.2% 25% False False 356
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5481
2.618 1.5440
1.618 1.5415
1.000 1.5400
0.618 1.5390
HIGH 1.5375
0.618 1.5365
0.500 1.5363
0.382 1.5360
LOW 1.5350
0.618 1.5335
1.000 1.5325
1.618 1.5310
2.618 1.5285
4.250 1.5244
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 1.5364 1.5433
PP 1.5363 1.5410
S1 1.5363 1.5388

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

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