CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 1.4761 1.4687 -0.0074 -0.5% 1.4613
High 1.4805 1.4730 -0.0075 -0.5% 1.4805
Low 1.4700 1.4690 -0.0010 -0.1% 1.4565
Close 1.4785 1.4687 -0.0098 -0.7% 1.4687
Range 0.0105 0.0040 -0.0065 -61.9% 0.0240
ATR 0.0108 0.0107 -0.0001 -0.9% 0.0000
Volume 1,308 1,676 368 28.1% 6,750
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4822 1.4795 1.4709
R3 1.4782 1.4755 1.4698
R2 1.4742 1.4742 1.4694
R1 1.4715 1.4715 1.4691 1.4707
PP 1.4702 1.4702 1.4702 1.4699
S1 1.4675 1.4675 1.4683 1.4667
S2 1.4662 1.4662 1.4680
S3 1.4622 1.4635 1.4676
S4 1.4582 1.4595 1.4665
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5406 1.5286 1.4819
R3 1.5166 1.5046 1.4753
R2 1.4926 1.4926 1.4731
R1 1.4806 1.4806 1.4709 1.4866
PP 1.4686 1.4686 1.4686 1.4716
S1 1.4566 1.4566 1.4665 1.4626
S2 1.4446 1.4446 1.4643
S3 1.4206 1.4326 1.4621
S4 1.3966 1.4086 1.4555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4805 1.4565 0.0240 1.6% 0.0079 0.5% 51% False False 1,350
10 1.4865 1.4565 0.0300 2.0% 0.0080 0.5% 41% False False 1,337
20 1.5645 1.4565 0.1080 7.4% 0.0069 0.5% 11% False False 902
40 1.5860 1.4565 0.1295 8.8% 0.0052 0.4% 9% False False 652
60 1.5860 1.4565 0.1295 8.8% 0.0040 0.3% 9% False False 493
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4900
2.618 1.4835
1.618 1.4795
1.000 1.4770
0.618 1.4755
HIGH 1.4730
0.618 1.4715
0.500 1.4710
0.382 1.4705
LOW 1.4690
0.618 1.4665
1.000 1.4650
1.618 1.4625
2.618 1.4585
4.250 1.4520
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 1.4710 1.4703
PP 1.4702 1.4697
S1 1.4695 1.4692

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

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