CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 1.2428 1.2563 0.0135 1.1% 1.3403
High 1.2581 1.2620 0.0039 0.3% 1.3404
Low 1.2395 1.2455 0.0060 0.5% 1.2565
Close 1.2521 1.2596 0.0075 0.6% 1.2604
Range 0.0186 0.0165 -0.0021 -11.3% 0.0839
ATR 0.0201 0.0199 -0.0003 -1.3% 0.0000
Volume 246,407 191,590 -54,817 -22.2% 927,391
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3052 1.2989 1.2687
R3 1.2887 1.2824 1.2641
R2 1.2722 1.2722 1.2626
R1 1.2659 1.2659 1.2611 1.2691
PP 1.2557 1.2557 1.2557 1.2573
S1 1.2494 1.2494 1.2581 1.2526
S2 1.2392 1.2392 1.2566
S3 1.2227 1.2329 1.2551
S4 1.2062 1.2164 1.2505
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 1.2900 1.2395 0.0505 4.0% 0.0157 1.2% 40% False False 211,287
10 1.3640 1.2395 0.1245 9.9% 0.0144 1.1% 16% False False 189,933
20 1.4352 1.2395 0.1957 15.5% 0.0153 1.2% 10% False False 192,480
40 1.4790 1.2395 0.2395 19.0% 0.0153 1.2% 8% False False 171,040
60 1.5515 1.2395 0.3120 24.8% 0.0127 1.0% 6% False False 114,476
80 1.5860 1.2395 0.3465 27.5% 0.0107 0.8% 6% False False 85,960
100 1.5860 1.2395 0.3465 27.5% 0.0089 0.7% 6% False False 68,823
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 0.0029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3321
2.618 1.3052
1.618 1.2887
1.000 1.2785
0.618 1.2722
HIGH 1.2620
0.618 1.2557
0.500 1.2538
0.382 1.2518
LOW 1.2455
0.618 1.2353
1.000 1.2290
1.618 1.2188
2.618 1.2023
4.250 1.1754
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 1.2577 1.2587
PP 1.2557 1.2579
S1 1.2538 1.2570

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

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