CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 1.4670 1.4570 -0.0100 -0.7% 1.4613
High 1.4710 1.4595 -0.0115 -0.8% 1.4805
Low 1.4660 1.4520 -0.0140 -1.0% 1.4565
Close 1.4670 1.4564 -0.0106 -0.7% 1.4687
Range 0.0050 0.0075 0.0025 50.0% 0.0240
ATR 0.0103 0.0106 0.0003 3.3% 0.0000
Volume 917 617 -300 -32.7% 6,750
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4785 1.4749 1.4605
R3 1.4710 1.4674 1.4585
R2 1.4635 1.4635 1.4578
R1 1.4599 1.4599 1.4571 1.4580
PP 1.4560 1.4560 1.4560 1.4550
S1 1.4524 1.4524 1.4557 1.4505
S2 1.4485 1.4485 1.4550
S3 1.4410 1.4449 1.4543
S4 1.4335 1.4374 1.4523
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 1.4520 0.0285 2.0% 0.0067 0.5% 15% False True 1,113
10 1.4850 1.4520 0.0330 2.3% 0.0083 0.6% 13% False True 1,112
20 1.5580 1.4520 0.1060 7.3% 0.0071 0.5% 4% False True 955
40 1.5860 1.4520 0.1340 9.2% 0.0054 0.4% 3% False True 666
60 1.5860 1.4520 0.1340 9.2% 0.0042 0.3% 3% False True 517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4914
2.618 1.4791
1.618 1.4716
1.000 1.4670
0.618 1.4641
HIGH 1.4595
0.618 1.4566
0.500 1.4558
0.382 1.4549
LOW 1.4520
0.618 1.4474
1.000 1.4445
1.618 1.4399
2.618 1.4324
4.250 1.4201
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 1.4562 1.4625
PP 1.4560 1.4605
S1 1.4558 1.4584

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

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