CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 1.4984 1.4896 -0.0088 -0.6% 1.5531
High 1.4988 1.4937 -0.0051 -0.3% 1.5593
Low 1.4860 1.4859 -0.0001 0.0% 1.4978
Close 1.4901 1.4888 -0.0013 -0.1% 1.4982
Range 0.0128 0.0078 -0.0050 -39.1% 0.0615
ATR 0.0125 0.0122 -0.0003 -2.7% 0.0000
Volume 392,019 274,819 -117,200 -29.9% 1,046,980
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5129 1.5086 1.4931
R3 1.5051 1.5008 1.4909
R2 1.4973 1.4973 1.4902
R1 1.4930 1.4930 1.4895 1.4913
PP 1.4895 1.4895 1.4895 1.4886
S1 1.4852 1.4852 1.4881 1.4835
S2 1.4817 1.4817 1.4874
S3 1.4739 1.4774 1.4867
S4 1.4661 1.4696 1.4845
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 1.5470 1.4859 0.0611 4.1% 0.0110 0.7% 5% False True 268,724
10 1.5662 1.4859 0.0803 5.4% 0.0092 0.6% 4% False True 243,549
20 1.5867 1.4859 0.1008 6.8% 0.0092 0.6% 3% False True 221,665
40 1.5955 1.4859 0.1096 7.4% 0.0085 0.6% 3% False True 211,982
60 1.5955 1.4859 0.1096 7.4% 0.0080 0.5% 3% False True 153,324
80 1.5955 1.4859 0.1096 7.4% 0.0073 0.5% 3% False True 115,164
100 1.5955 1.4859 0.1096 7.4% 0.0070 0.5% 3% False True 92,190
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5269
2.618 1.5141
1.618 1.5063
1.000 1.5015
0.618 1.4985
HIGH 1.4937
0.618 1.4907
0.500 1.4898
0.382 1.4889
LOW 1.4859
0.618 1.4811
1.000 1.4781
1.618 1.4733
2.618 1.4655
4.250 1.4528
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 1.4898 1.4956
PP 1.4895 1.4933
S1 1.4891 1.4911

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

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