CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 1.4710 1.4691 -0.0019 -0.1% 1.4984
High 1.4730 1.4720 -0.0010 -0.1% 1.4988
Low 1.4634 1.4667 0.0033 0.2% 1.4634
Close 1.4655 1.4675 0.0020 0.1% 1.4655
Range 0.0096 0.0053 -0.0043 -44.8% 0.0354
ATR 0.0125 0.0121 -0.0004 -3.4% 0.0000
Volume 261,626 242,567 -19,059 -7.3% 1,471,066
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4846 1.4814 1.4704
R3 1.4793 1.4761 1.4690
R2 1.4740 1.4740 1.4685
R1 1.4708 1.4708 1.4680 1.4698
PP 1.4687 1.4687 1.4687 1.4682
S1 1.4655 1.4655 1.4670 1.4645
S2 1.4634 1.4634 1.4665
S3 1.4581 1.4602 1.4660
S4 1.4528 1.4549 1.4646
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5821 1.5592 1.4850
R3 1.5467 1.5238 1.4752
R2 1.5113 1.5113 1.4720
R1 1.4884 1.4884 1.4687 1.4822
PP 1.4759 1.4759 1.4759 1.4728
S1 1.4530 1.4530 1.4623 1.4468
S2 1.4405 1.4405 1.4590
S3 1.4051 1.4176 1.4558
S4 1.3697 1.3822 1.4460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4937 1.4634 0.0303 2.1% 0.0098 0.7% 14% False False 264,322
10 1.5470 1.4634 0.0836 5.7% 0.0101 0.7% 5% False False 253,801
20 1.5867 1.4634 0.1233 8.4% 0.0096 0.7% 3% False False 230,788
40 1.5955 1.4634 0.1321 9.0% 0.0090 0.6% 3% False False 219,773
60 1.5955 1.4634 0.1321 9.0% 0.0085 0.6% 3% False False 170,710
80 1.5955 1.4634 0.1321 9.0% 0.0075 0.5% 3% False False 128,223
100 1.5955 1.4634 0.1321 9.0% 0.0071 0.5% 3% False False 102,637
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4945
2.618 1.4859
1.618 1.4806
1.000 1.4773
0.618 1.4753
HIGH 1.4720
0.618 1.4700
0.500 1.4694
0.382 1.4687
LOW 1.4667
0.618 1.4634
1.000 1.4614
1.618 1.4581
2.618 1.4528
4.250 1.4442
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 1.4694 1.4780
PP 1.4687 1.4745
S1 1.4681 1.4710

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

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