CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 1.3080 1.2719 -0.0361 -2.8% 1.2428
High 1.3090 1.2755 -0.0335 -2.6% 1.3090
Low 1.2790 1.2660 -0.0130 -1.0% 1.2395
Close 1.2951 1.2741 -0.0210 -1.6% 1.2741
Range 0.0300 0.0095 -0.0205 -68.3% 0.0695
ATR 0.0218 0.0223 0.0005 2.4% 0.0000
Volume 254,798 252,762 -2,036 -0.8% 1,151,683
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3004 1.2967 1.2793
R3 1.2909 1.2872 1.2767
R2 1.2814 1.2814 1.2758
R1 1.2777 1.2777 1.2750 1.2796
PP 1.2719 1.2719 1.2719 1.2728
S1 1.2682 1.2682 1.2732 1.2701
S2 1.2624 1.2624 1.2724
S3 1.2529 1.2587 1.2715
S4 1.2434 1.2492 1.2689
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4827 1.4479 1.3123
R3 1.4132 1.3784 1.2932
R2 1.3437 1.3437 1.2868
R1 1.3089 1.3089 1.2805 1.3263
PP 1.2742 1.2742 1.2742 1.2829
S1 1.2394 1.2394 1.2677 1.2568
S2 1.2047 1.2047 1.2614
S3 1.1352 1.1699 1.2550
S4 1.0657 1.1004 1.2359
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3090 1.2395 0.0695 5.5% 0.0198 1.6% 50% False False 230,336
10 1.3404 1.2395 0.1009 7.9% 0.0169 1.3% 34% False False 207,907
20 1.3890 1.2395 0.1495 11.7% 0.0159 1.2% 23% False False 196,156
40 1.4790 1.2395 0.2395 18.8% 0.0162 1.3% 14% False False 188,513
60 1.5390 1.2395 0.2995 23.5% 0.0136 1.1% 12% False False 126,352
80 1.5860 1.2395 0.3465 27.2% 0.0113 0.9% 10% False False 94,870
100 1.5860 1.2395 0.3465 27.2% 0.0095 0.7% 10% False False 75,951
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0035
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3159
2.618 1.3004
1.618 1.2909
1.000 1.2850
0.618 1.2814
HIGH 1.2755
0.618 1.2719
0.500 1.2708
0.382 1.2696
LOW 1.2660
0.618 1.2601
1.000 1.2565
1.618 1.2506
2.618 1.2411
4.250 1.2256
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 1.2730 1.2875
PP 1.2719 1.2830
S1 1.2708 1.2786

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

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