CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 1.4625 1.4619 -0.0006 0.0% 1.4613
High 1.4685 1.4715 0.0030 0.2% 1.4805
Low 1.4590 1.4624 0.0034 0.2% 1.4565
Close 1.4625 1.4619 -0.0006 0.0% 1.4687
Range 0.0095 0.0091 -0.0004 -4.2% 0.0240
ATR 0.0107 0.0106 -0.0001 -1.1% 0.0000
Volume 2,558 2,893 335 13.1% 6,750
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4926 1.4863 1.4669
R3 1.4835 1.4772 1.4644
R2 1.4744 1.4744 1.4636
R1 1.4681 1.4681 1.4627 1.4665
PP 1.4653 1.4653 1.4653 1.4644
S1 1.4590 1.4590 1.4611 1.4574
S2 1.4562 1.4562 1.4602
S3 1.4471 1.4499 1.4594
S4 1.4380 1.4408 1.4569
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 1.4730 1.4520 0.0210 1.4% 0.0070 0.5% 47% False False 1,732
10 1.4805 1.4520 0.0285 1.9% 0.0079 0.5% 35% False False 1,444
20 1.5515 1.4520 0.0995 6.8% 0.0073 0.5% 10% False False 1,187
40 1.5860 1.4520 0.1340 9.2% 0.0059 0.4% 7% False False 783
60 1.5860 1.4520 0.1340 9.2% 0.0045 0.3% 7% False False 606
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5102
2.618 1.4953
1.618 1.4862
1.000 1.4806
0.618 1.4771
HIGH 1.4715
0.618 1.4680
0.500 1.4670
0.382 1.4659
LOW 1.4624
0.618 1.4568
1.000 1.4533
1.618 1.4477
2.618 1.4386
4.250 1.4237
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 1.4670 1.4619
PP 1.4653 1.4618
S1 1.4636 1.4618

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

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