CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 1.4410 1.4210 -0.0200 -1.4% 1.4420
High 1.4420 1.4270 -0.0150 -1.0% 1.4460
Low 1.4250 1.4150 -0.0100 -0.7% 1.4150
Close 1.4249 1.4168 -0.0081 -0.6% 1.4168
Range 0.0170 0.0120 -0.0050 -29.4% 0.0310
ATR 0.0111 0.0111 0.0001 0.6% 0.0000
Volume 6,069 12,686 6,617 109.0% 27,461
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4556 1.4482 1.4234
R3 1.4436 1.4362 1.4201
R2 1.4316 1.4316 1.4190
R1 1.4242 1.4242 1.4179 1.4219
PP 1.4196 1.4196 1.4196 1.4185
S1 1.4122 1.4122 1.4157 1.4099
S2 1.4076 1.4076 1.4146
S3 1.3956 1.4002 1.4135
S4 1.3836 1.3882 1.4102
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5189 1.4989 1.4339
R3 1.4879 1.4679 1.4253
R2 1.4569 1.4569 1.4225
R1 1.4369 1.4369 1.4196 1.4314
PP 1.4259 1.4259 1.4259 1.4232
S1 1.4059 1.4059 1.4140 1.4004
S2 1.3949 1.3949 1.4111
S3 1.3639 1.3749 1.4083
S4 1.3329 1.3439 1.3998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4665 1.4150 0.0515 3.6% 0.0099 0.7% 3% False True 6,358
10 1.4730 1.4150 0.0580 4.1% 0.0084 0.6% 3% False True 4,045
20 1.4970 1.4150 0.0820 5.8% 0.0083 0.6% 2% False True 2,639
40 1.5860 1.4150 0.1710 12.1% 0.0067 0.5% 1% False True 1,540
60 1.5860 1.4150 0.1710 12.1% 0.0053 0.4% 1% False True 1,120
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4780
2.618 1.4584
1.618 1.4464
1.000 1.4390
0.618 1.4344
HIGH 1.4270
0.618 1.4224
0.500 1.4210
0.382 1.4196
LOW 1.4150
0.618 1.4076
1.000 1.4030
1.618 1.3956
2.618 1.3836
4.250 1.3640
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 1.4210 1.4285
PP 1.4196 1.4246
S1 1.4182 1.4207

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

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