CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 1.5441 1.5053 -0.0388 -2.5% 1.5531
High 1.5470 1.5053 -0.0417 -2.7% 1.5593
Low 1.5280 1.4978 -0.0302 -2.0% 1.4978
Close 1.5294 1.4982 -0.0312 -2.0% 1.4982
Range 0.0190 0.0075 -0.0115 -60.5% 0.0615
ATR 0.0110 0.0125 0.0015 13.4% 0.0000
Volume 177,451 288,345 110,894 62.5% 1,046,980
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5229 1.5181 1.5023
R3 1.5154 1.5106 1.5003
R2 1.5079 1.5079 1.4996
R1 1.5031 1.5031 1.4989 1.5018
PP 1.5004 1.5004 1.5004 1.4998
S1 1.4956 1.4956 1.4975 1.4943
S2 1.4929 1.4929 1.4968
S3 1.4854 1.4881 1.4961
S4 1.4779 1.4806 1.4941
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.7029 1.6621 1.5320
R3 1.6414 1.6006 1.5151
R2 1.5799 1.5799 1.5095
R1 1.5391 1.5391 1.5038 1.5288
PP 1.5184 1.5184 1.5184 1.5133
S1 1.4776 1.4776 1.4926 1.4673
S2 1.4569 1.4569 1.4869
S3 1.3954 1.4161 1.4813
S4 1.3339 1.3546 1.4644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5593 1.4978 0.0615 4.1% 0.0091 0.6% 1% False True 209,396
10 1.5728 1.4978 0.0750 5.0% 0.0092 0.6% 1% False True 209,334
20 1.5955 1.4978 0.0977 6.5% 0.0093 0.6% 0% False True 210,416
40 1.5955 1.4978 0.0977 6.5% 0.0083 0.6% 0% False True 205,329
60 1.5955 1.4978 0.0977 6.5% 0.0080 0.5% 0% False True 142,240
80 1.5955 1.4978 0.0977 6.5% 0.0072 0.5% 0% False True 106,842
100 1.5955 1.4978 0.0977 6.5% 0.0069 0.5% 0% False True 85,526
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5372
2.618 1.5249
1.618 1.5174
1.000 1.5128
0.618 1.5099
HIGH 1.5053
0.618 1.5024
0.500 1.5016
0.382 1.5007
LOW 1.4978
0.618 1.4932
1.000 1.4903
1.618 1.4857
2.618 1.4782
4.250 1.4659
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 1.5016 1.5224
PP 1.5004 1.5143
S1 1.4993 1.5063

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

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