CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 1.4587 1.4613 0.0026 0.2% 1.4832
High 1.4655 1.4650 -0.0005 0.0% 1.4865
Low 1.4567 1.4601 0.0034 0.2% 1.4567
Close 1.4585 1.4605 0.0020 0.1% 1.4585
Range 0.0088 0.0049 -0.0039 -44.3% 0.0298
ATR 0.0107 0.0104 -0.0003 -2.8% 0.0000
Volume 713 692 -21 -2.9% 6,627
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4766 1.4734 1.4632
R3 1.4717 1.4685 1.4618
R2 1.4668 1.4668 1.4614
R1 1.4636 1.4636 1.4609 1.4628
PP 1.4619 1.4619 1.4619 1.4614
S1 1.4587 1.4587 1.4601 1.4579
S2 1.4570 1.4570 1.4596
S3 1.4521 1.4538 1.4592
S4 1.4472 1.4489 1.4578
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% 0.0086 0.6% 13% False False 957
10 1.5390 1.4567 0.0823 5.6% 0.0072 0.5% 5% False False 920
20 1.5780 1.4567 0.1213 8.3% 0.0064 0.4% 3% False False 668
40 1.5860 1.4567 0.1293 8.9% 0.0048 0.3% 3% False False 538
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4858
2.618 1.4778
1.618 1.4729
1.000 1.4699
0.618 1.4680
HIGH 1.4650
0.618 1.4631
0.500 1.4626
0.382 1.4620
LOW 1.4601
0.618 1.4571
1.000 1.4552
1.618 1.4522
2.618 1.4473
4.250 1.4393
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 1.4626 1.4701
PP 1.4619 1.4669
S1 1.4612 1.4637

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

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