CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 1.4934 1.4832 -0.0102 -0.7% 1.5480
High 1.4970 1.4835 -0.0135 -0.9% 1.5515
Low 1.4920 1.4815 -0.0105 -0.7% 1.4920
Close 1.4911 1.4831 -0.0080 -0.5% 1.4911
Range 0.0050 0.0020 -0.0030 -60.0% 0.0595
ATR 0.0105 0.0105 -0.0001 -0.6% 0.0000
Volume 640 2,532 1,892 295.6% 2,259
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4887 1.4879 1.4842
R3 1.4867 1.4859 1.4837
R2 1.4847 1.4847 1.4835
R1 1.4839 1.4839 1.4833 1.4833
PP 1.4827 1.4827 1.4827 1.4824
S1 1.4819 1.4819 1.4829 1.4813
S2 1.4807 1.4807 1.4827
S3 1.4787 1.4799 1.4826
S4 1.4767 1.4779 1.4820
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 1.5390 1.4815 0.0575 3.9% 0.0058 0.4% 3% False True 884
10 1.5580 1.4815 0.0765 5.2% 0.0056 0.4% 2% False True 694
20 1.5860 1.4815 0.1045 7.0% 0.0053 0.4% 2% False True 561
40 1.5860 1.4815 0.1045 7.0% 0.0040 0.3% 2% False True 437
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4920
2.618 1.4887
1.618 1.4867
1.000 1.4855
0.618 1.4847
HIGH 1.4835
0.618 1.4827
0.500 1.4825
0.382 1.4823
LOW 1.4815
0.618 1.4803
1.000 1.4795
1.618 1.4783
2.618 1.4763
4.250 1.4730
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 1.4829 1.5103
PP 1.4827 1.5012
S1 1.4825 1.4922

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

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