CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 1.2607 1.2428 -0.0179 -1.4% 1.3403
High 1.2745 1.2581 -0.0164 -1.3% 1.3404
Low 1.2565 1.2395 -0.0170 -1.4% 1.2565
Close 1.2604 1.2521 -0.0083 -0.7% 1.2604
Range 0.0180 0.0186 0.0006 3.3% 0.0839
ATR 0.0201 0.0201 0.0001 0.3% 0.0000
Volume 226,774 246,407 19,633 8.7% 927,391
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3057 1.2975 1.2623
R3 1.2871 1.2789 1.2572
R2 1.2685 1.2685 1.2555
R1 1.2603 1.2603 1.2538 1.2644
PP 1.2499 1.2499 1.2499 1.2520
S1 1.2417 1.2417 1.2504 1.2458
S2 1.2313 1.2313 1.2487
S3 1.2127 1.2231 1.2470
S4 1.1941 1.2045 1.2419
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.5375 1.4828 1.3065
R3 1.4536 1.3989 1.2835
R2 1.3697 1.3697 1.2758
R1 1.3150 1.3150 1.2681 1.3004
PP 1.2858 1.2858 1.2858 1.2785
S1 1.2311 1.2311 1.2527 1.2165
S2 1.2019 1.2019 1.2450
S3 1.1180 1.1472 1.2373
S4 1.0341 1.0633 1.2143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3208 1.2395 0.0813 6.5% 0.0152 1.2% 15% False True 205,801
10 1.3770 1.2395 0.1375 11.0% 0.0143 1.1% 9% False True 183,623
20 1.4550 1.2395 0.2155 17.2% 0.0154 1.2% 6% False True 191,658
40 1.4790 1.2395 0.2395 19.1% 0.0151 1.2% 5% False True 166,359
60 1.5515 1.2395 0.3120 24.9% 0.0125 1.0% 4% False True 111,301
80 1.5860 1.2395 0.3465 27.7% 0.0105 0.8% 4% False True 83,571
100 1.5860 1.2395 0.3465 27.7% 0.0087 0.7% 4% False True 66,907
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.3372
2.618 1.3068
1.618 1.2882
1.000 1.2767
0.618 1.2696
HIGH 1.2581
0.618 1.2510
0.500 1.2488
0.382 1.2466
LOW 1.2395
0.618 1.2280
1.000 1.2209
1.618 1.2094
2.618 1.1908
4.250 1.1605
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 1.2510 1.2638
PP 1.2499 1.2599
S1 1.2488 1.2560

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

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