CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 1.4756 1.4581 -0.0175 -1.2% 1.4691
High 1.4785 1.4666 -0.0119 -0.8% 1.4877
Low 1.4730 1.4574 -0.0156 -1.1% 1.4619
Close 1.4741 1.4634 -0.0107 -0.7% 1.4758
Range 0.0055 0.0092 0.0037 67.3% 0.0258
ATR 0.0118 0.0122 0.0003 3.0% 0.0000
Volume 195,256 140,897 -54,359 -27.8% 1,125,968
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4901 1.4859 1.4685
R3 1.4809 1.4767 1.4659
R2 1.4717 1.4717 1.4651
R1 1.4675 1.4675 1.4642 1.4696
PP 1.4625 1.4625 1.4625 1.4635
S1 1.4583 1.4583 1.4626 1.4604
S2 1.4533 1.4533 1.4617
S3 1.4441 1.4491 1.4609
S4 1.4349 1.4399 1.4583
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5525 1.5400 1.4900
R3 1.5267 1.5142 1.4829
R2 1.5009 1.5009 1.4805
R1 1.4884 1.4884 1.4782 1.4947
PP 1.4751 1.4751 1.4751 1.4783
S1 1.4626 1.4626 1.4734 1.4689
S2 1.4493 1.4493 1.4711
S3 1.4235 1.4368 1.4687
S4 1.3977 1.4110 1.4616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4877 1.4574 0.0303 2.1% 0.0084 0.6% 20% False True 208,292
10 1.4926 1.4574 0.0352 2.4% 0.0098 0.7% 17% False True 226,634
20 1.5662 1.4574 0.1088 7.4% 0.0095 0.7% 6% False True 235,092
40 1.5955 1.4574 0.1381 9.4% 0.0095 0.6% 4% False True 220,476
60 1.5955 1.4574 0.1381 9.4% 0.0090 0.6% 4% False True 190,880
80 1.5955 1.4574 0.1381 9.4% 0.0079 0.5% 4% False True 143,410
100 1.5955 1.4574 0.1381 9.4% 0.0072 0.5% 4% False True 114,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5057
2.618 1.4907
1.618 1.4815
1.000 1.4758
0.618 1.4723
HIGH 1.4666
0.618 1.4631
0.500 1.4620
0.382 1.4609
LOW 1.4574
0.618 1.4517
1.000 1.4482
1.618 1.4425
2.618 1.4333
4.250 1.4183
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 1.4629 1.4697
PP 1.4625 1.4676
S1 1.4620 1.4655

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

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