CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 1.4834 1.4587 -0.0247 -1.7% 1.4832
High 1.4834 1.4655 -0.0179 -1.2% 1.4865
Low 1.4700 1.4567 -0.0133 -0.9% 1.4567
Close 1.4718 1.4585 -0.0133 -0.9% 1.4585
Range 0.0134 0.0088 -0.0046 -34.3% 0.0298
ATR 0.0104 0.0107 0.0003 3.3% 0.0000
Volume 796 713 -83 -10.4% 6,627
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4866 1.4814 1.4633
R3 1.4778 1.4726 1.4609
R2 1.4690 1.4690 1.4601
R1 1.4638 1.4638 1.4593 1.4620
PP 1.4602 1.4602 1.4602 1.4594
S1 1.4550 1.4550 1.4577 1.4532
S2 1.4514 1.4514 1.4569
S3 1.4426 1.4462 1.4561
S4 1.4338 1.4374 1.4537
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5566 1.5374 1.4749
R3 1.5268 1.5076 1.4667
R2 1.4970 1.4970 1.4640
R1 1.4778 1.4778 1.4612 1.4725
PP 1.4672 1.4672 1.4672 1.4646
S1 1.4480 1.4480 1.4558 1.4427
S2 1.4374 1.4374 1.4530
S3 1.4076 1.4182 1.4503
S4 1.3778 1.3884 1.4421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4865 1.4567 0.0298 2.0% 0.0080 0.6% 6% False True 1,325
10 1.5515 1.4567 0.0948 6.5% 0.0072 0.5% 2% False True 888
20 1.5780 1.4567 0.1213 8.3% 0.0061 0.4% 1% False True 641
40 1.5860 1.4567 0.1293 8.9% 0.0047 0.3% 1% False True 525
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5029
2.618 1.4885
1.618 1.4797
1.000 1.4743
0.618 1.4709
HIGH 1.4655
0.618 1.4621
0.500 1.4611
0.382 1.4601
LOW 1.4567
0.618 1.4513
1.000 1.4479
1.618 1.4425
2.618 1.4337
4.250 1.4193
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 1.4611 1.4709
PP 1.4602 1.4667
S1 1.4594 1.4626

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

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