CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 1.5360 1.5320 -0.0040 -0.3% 1.5640
High 1.5375 1.5325 -0.0050 -0.3% 1.5645
Low 1.5350 1.5308 -0.0042 -0.3% 1.5422
Close 1.5365 1.5311 -0.0054 -0.4% 1.5438
Range 0.0025 0.0017 -0.0008 -32.0% 0.0223
ATR 0.0085 0.0083 -0.0002 -2.4% 0.0000
Volume 327 430 103 31.5% 2,415
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5366 1.5355 1.5320
R3 1.5349 1.5338 1.5316
R2 1.5332 1.5332 1.5314
R1 1.5321 1.5321 1.5313 1.5318
PP 1.5315 1.5315 1.5315 1.5313
S1 1.5304 1.5304 1.5309 1.5301
S2 1.5298 1.5298 1.5308
S3 1.5281 1.5287 1.5306
S4 1.5264 1.5270 1.5302
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 1.5308 0.0272 1.8% 0.0043 0.3% 1% False True 515
10 1.5645 1.5308 0.0337 2.2% 0.0043 0.3% 1% False True 413
20 1.5860 1.5308 0.0552 3.6% 0.0043 0.3% 1% False True 424
40 1.5860 1.5200 0.0660 4.3% 0.0034 0.2% 17% False False 349
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 0.0008
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5397
2.618 1.5370
1.618 1.5353
1.000 1.5342
0.618 1.5336
HIGH 1.5325
0.618 1.5319
0.500 1.5317
0.382 1.5314
LOW 1.5308
0.618 1.5297
1.000 1.5291
1.618 1.5280
2.618 1.5263
4.250 1.5236
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 1.5317 1.5412
PP 1.5315 1.5378
S1 1.5313 1.5345

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

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