CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 1.2837 1.2776 -0.0061 -0.5% 1.2428
High 1.3090 1.2845 -0.0245 -1.9% 1.3090
Low 1.2837 1.2690 -0.0147 -1.1% 1.2395
Close 1.2972 1.2716 -0.0256 -2.0% 1.2741
Range 0.0253 0.0155 -0.0098 -38.7% 0.0695
ATR 0.0237 0.0240 0.0003 1.4% 0.0000
Volume 223,800 230,397 6,597 2.9% 1,151,683
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3215 1.3121 1.2801
R3 1.3060 1.2966 1.2759
R2 1.2905 1.2905 1.2744
R1 1.2811 1.2811 1.2730 1.2781
PP 1.2750 1.2750 1.2750 1.2735
S1 1.2656 1.2656 1.2702 1.2626
S2 1.2595 1.2595 1.2688
S3 1.2440 1.2501 1.2673
S4 1.2285 1.2346 1.2631
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 1.2580 0.0510 4.0% 0.0190 1.5% 27% False False 225,181
10 1.3090 1.2395 0.0695 5.5% 0.0202 1.6% 46% False False 225,160
20 1.3770 1.2395 0.1375 10.8% 0.0167 1.3% 23% False False 198,238
40 1.4790 1.2395 0.2395 18.8% 0.0168 1.3% 13% False False 206,782
60 1.4850 1.2395 0.2455 19.3% 0.0145 1.1% 13% False False 140,822
80 1.5780 1.2395 0.3385 26.6% 0.0122 1.0% 9% False False 105,762
100 1.5860 1.2395 0.3465 27.2% 0.0103 0.8% 9% False False 84,680
Crabel Price Patterns
NR True
NR4 True
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 0.0031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3504
2.618 1.3251
1.618 1.3096
1.000 1.3000
0.618 1.2941
HIGH 1.2845
0.618 1.2786
0.500 1.2768
0.382 1.2749
LOW 1.2690
0.618 1.2594
1.000 1.2535
1.618 1.2439
2.618 1.2284
4.250 1.2031
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 1.2768 1.2890
PP 1.2750 1.2832
S1 1.2733 1.2774

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

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