CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 1.5222 1.4934 -0.0288 -1.9% 1.5480
High 1.5390 1.4970 -0.0420 -2.7% 1.5515
Low 1.5211 1.4920 -0.0291 -1.9% 1.4920
Close 1.5222 1.4911 -0.0311 -2.0% 1.4911
Range 0.0179 0.0050 -0.0129 -72.1% 0.0595
ATR 0.0090 0.0105 0.0015 16.8% 0.0000
Volume 493 640 147 29.8% 2,259
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5084 1.5047 1.4939
R3 1.5034 1.4997 1.4925
R2 1.4984 1.4984 1.4920
R1 1.4947 1.4947 1.4916 1.4941
PP 1.4934 1.4934 1.4934 1.4930
S1 1.4897 1.4897 1.4906 1.4891
S2 1.4884 1.4884 1.4902
S3 1.4834 1.4847 1.4897
S4 1.4784 1.4797 1.4884
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.6900 1.6501 1.5238
R3 1.6305 1.5906 1.5075
R2 1.5710 1.5710 1.5020
R1 1.5311 1.5311 1.4966 1.5213
PP 1.5115 1.5115 1.5115 1.5067
S1 1.4716 1.4716 1.4856 1.4618
S2 1.4520 1.4520 1.4802
S3 1.3925 1.4121 1.4747
S4 1.3330 1.3526 1.4584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5515 1.4920 0.0595 4.0% 0.0063 0.4% -2% False True 451
10 1.5645 1.4920 0.0725 4.9% 0.0058 0.4% -1% False True 467
20 1.5860 1.4920 0.0940 6.3% 0.0055 0.4% -1% False True 465
40 1.5860 1.4920 0.0940 6.3% 0.0040 0.3% -1% False True 375
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5183
2.618 1.5101
1.618 1.5051
1.000 1.5020
0.618 1.5001
HIGH 1.4970
0.618 1.4951
0.500 1.4945
0.382 1.4939
LOW 1.4920
0.618 1.4889
1.000 1.4870
1.618 1.4839
2.618 1.4789
4.250 1.4708
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 1.4945 1.5155
PP 1.4934 1.5074
S1 1.4922 1.4992

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

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