CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 1.2615 1.2526 -0.0089 -0.7% 1.2868
High 1.2797 1.2570 -0.0227 -1.8% 1.2895
Low 1.2540 1.2480 -0.0060 -0.5% 1.2428
Close 1.2588 1.2500 -0.0088 -0.7% 1.2778
Range 0.0257 0.0090 -0.0167 -65.0% 0.0467
ATR 0.0219 0.0211 -0.0008 -3.6% 0.0000
Volume 141,876 218,813 76,937 54.2% 751,983
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2787 1.2733 1.2550
R3 1.2697 1.2643 1.2525
R2 1.2607 1.2607 1.2517
R1 1.2553 1.2553 1.2508 1.2535
PP 1.2517 1.2517 1.2517 1.2508
S1 1.2463 1.2463 1.2492 1.2445
S2 1.2427 1.2427 1.2484
S3 1.2337 1.2373 1.2475
S4 1.2247 1.2283 1.2451
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.4101 1.3907 1.3035
R3 1.3634 1.3440 1.2906
R2 1.3167 1.3167 1.2864
R1 1.2973 1.2973 1.2821 1.2837
PP 1.2700 1.2700 1.2700 1.2632
S1 1.2506 1.2506 1.2735 1.2370
S2 1.2233 1.2233 1.2692
S3 1.1766 1.2039 1.2650
S4 1.1299 1.1572 1.2521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2797 1.2480 0.0317 2.5% 0.0145 1.2% 6% False True 189,091
10 1.2895 1.2428 0.0467 3.7% 0.0154 1.2% 15% False False 189,503
20 1.3090 1.2395 0.0695 5.6% 0.0178 1.4% 15% False False 206,412
40 1.4730 1.2395 0.2335 18.7% 0.0162 1.3% 4% False False 195,921
60 1.4790 1.2395 0.2395 19.2% 0.0156 1.2% 4% False False 168,391
80 1.5580 1.2395 0.3185 25.5% 0.0134 1.1% 3% False False 126,527
100 1.5860 1.2395 0.3465 27.7% 0.0115 0.9% 3% False False 101,299
120 1.5860 1.2395 0.3465 27.7% 0.0098 0.8% 3% False False 84,449
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 0.0045
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.2953
2.618 1.2806
1.618 1.2716
1.000 1.2660
0.618 1.2626
HIGH 1.2570
0.618 1.2536
0.500 1.2525
0.382 1.2514
LOW 1.2480
0.618 1.2424
1.000 1.2390
1.618 1.2334
2.618 1.2244
4.250 1.2098
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 1.2525 1.2639
PP 1.2517 1.2592
S1 1.2508 1.2546

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

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