CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 1.5267 1.5391 0.0124 0.8% 1.5701
High 1.5315 1.5445 0.0130 0.8% 1.5701
Low 1.5243 1.5391 0.0148 1.0% 1.5243
Close 1.5282 1.5418 0.0136 0.9% 1.5282
Range 0.0072 0.0054 -0.0018 -25.0% 0.0458
ATR 0.0123 0.0126 0.0003 2.3% 0.0000
Volume 176,810 223,904 47,094 26.6% 448,320
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5580 1.5553 1.5448
R3 1.5526 1.5499 1.5433
R2 1.5472 1.5472 1.5428
R1 1.5445 1.5445 1.5423 1.5459
PP 1.5418 1.5418 1.5418 1.5425
S1 1.5391 1.5391 1.5413 1.5405
S2 1.5364 1.5364 1.5408
S3 1.5310 1.5337 1.5403
S4 1.5256 1.5283 1.5388
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.6783 1.6490 1.5534
R3 1.6325 1.6032 1.5408
R2 1.5867 1.5867 1.5366
R1 1.5574 1.5574 1.5324 1.5492
PP 1.5409 1.5409 1.5409 1.5367
S1 1.5116 1.5116 1.5240 1.5034
S2 1.4951 1.4951 1.5198
S3 1.4493 1.4658 1.5156
S4 1.4035 1.4200 1.5030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5510 1.5243 0.0267 1.7% 0.0072 0.5% 66% False False 129,996
10 1.5701 1.5243 0.0458 3.0% 0.0105 0.7% 38% False False 70,716
20 1.5701 1.5243 0.0458 3.0% 0.0071 0.5% 38% False False 36,008
40 1.5895 1.5235 0.0660 4.3% 0.0061 0.4% 28% False False 18,346
60 1.5895 1.5225 0.0670 4.3% 0.0060 0.4% 29% False False 12,329
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 0.0019
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.5675
2.618 1.5586
1.618 1.5532
1.000 1.5499
0.618 1.5478
HIGH 1.5445
0.618 1.5424
0.500 1.5418
0.382 1.5412
LOW 1.5391
0.618 1.5358
1.000 1.5337
1.618 1.5304
2.618 1.5250
4.250 1.5162
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 1.5418 1.5393
PP 1.5418 1.5369
S1 1.5418 1.5344

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

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