CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 1.4675 1.4648 -0.0027 -0.2% 1.4832
High 1.4700 1.4665 -0.0035 -0.2% 1.4865
Low 1.4565 1.4600 0.0035 0.2% 1.4567
Close 1.4675 1.4648 -0.0027 -0.2% 1.4585
Range 0.0135 0.0065 -0.0070 -51.9% 0.0298
ATR 0.0106 0.0104 -0.0002 -2.1% 0.0000
Volume 2,027 1,047 -980 -48.3% 6,627
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4833 1.4805 1.4684
R3 1.4768 1.4740 1.4666
R2 1.4703 1.4703 1.4660
R1 1.4675 1.4675 1.4654 1.4681
PP 1.4638 1.4638 1.4638 1.4640
S1 1.4610 1.4610 1.4642 1.4616
S2 1.4573 1.4573 1.4636
S3 1.4508 1.4545 1.4630
S4 1.4443 1.4480 1.4612
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 1.4834 1.4565 0.0269 1.8% 0.0094 0.6% 31% False False 1,055
10 1.5390 1.4565 0.0825 5.6% 0.0088 0.6% 10% False False 1,152
20 1.5645 1.4565 0.1080 7.4% 0.0065 0.4% 8% False False 783
40 1.5860 1.4565 0.1295 8.8% 0.0049 0.3% 6% False False 606
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4941
2.618 1.4835
1.618 1.4770
1.000 1.4730
0.618 1.4705
HIGH 1.4665
0.618 1.4640
0.500 1.4633
0.382 1.4625
LOW 1.4600
0.618 1.4560
1.000 1.4535
1.618 1.4495
2.618 1.4430
4.250 1.4324
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 1.4643 1.4643
PP 1.4638 1.4638
S1 1.4633 1.4633

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

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