CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 02-Sep-2008 Change Change % Previous Week
Open 1.4721 1.4490 -0.0231 -1.6% 1.4756
High 1.4743 1.4537 -0.0206 -1.4% 1.4798
Low 1.4631 1.4462 -0.0169 -1.2% 1.4574
Close 1.4631 1.4504 -0.0127 -0.9% 1.4631
Range 0.0112 0.0075 -0.0037 -33.0% 0.0224
ATR 0.0122 0.0125 0.0003 2.8% 0.0000
Volume 289,381 191,958 -97,423 -33.7% 1,143,475
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4726 1.4690 1.4545
R3 1.4651 1.4615 1.4525
R2 1.4576 1.4576 1.4518
R1 1.4540 1.4540 1.4511 1.4558
PP 1.4501 1.4501 1.4501 1.4510
S1 1.4465 1.4465 1.4497 1.4483
S2 1.4426 1.4426 1.4490
S3 1.4351 1.4390 1.4483
S4 1.4276 1.4315 1.4463
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5340 1.5209 1.4754
R3 1.5116 1.4985 1.4693
R2 1.4892 1.4892 1.4672
R1 1.4761 1.4761 1.4652 1.4715
PP 1.4668 1.4668 1.4668 1.4644
S1 1.4537 1.4537 1.4610 1.4491
S2 1.4444 1.4444 1.4590
S3 1.4220 1.4313 1.4569
S4 1.3996 1.4089 1.4508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4798 1.4462 0.0336 2.3% 0.0103 0.7% 13% False True 228,035
10 1.4877 1.4462 0.0415 2.9% 0.0099 0.7% 10% False True 221,883
20 1.5470 1.4462 0.1008 6.9% 0.0100 0.7% 4% False True 237,842
40 1.5955 1.4462 0.1493 10.3% 0.0094 0.6% 3% False True 222,796
60 1.5955 1.4462 0.1493 10.3% 0.0088 0.6% 3% False True 206,952
80 1.5955 1.4462 0.1493 10.3% 0.0083 0.6% 3% False True 155,872
100 1.5955 1.4462 0.1493 10.3% 0.0075 0.5% 3% False True 124,805
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4856
2.618 1.4733
1.618 1.4658
1.000 1.4612
0.618 1.4583
HIGH 1.4537
0.618 1.4508
0.500 1.4500
0.382 1.4491
LOW 1.4462
0.618 1.4416
1.000 1.4387
1.618 1.4341
2.618 1.4266
4.250 1.4143
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 1.4503 1.4630
PP 1.4501 1.4588
S1 1.4500 1.4546

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

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