CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 1.4721 1.4649 -0.0072 -0.5% 1.4057
High 1.4721 1.4649 -0.0072 -0.5% 1.4383
Low 1.4721 1.4649 -0.0072 -0.5% 1.3970
Close 1.4721 1.4649 -0.0072 -0.5% 1.4383
Range
ATR 0.0128 0.0124 -0.0004 -3.1% 0.0000
Volume 1,047 2,606 1,559 148.9% 1,488
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4649 1.4649 1.4649
R3 1.4649 1.4649 1.4649
R2 1.4649 1.4649 1.4649
R1 1.4649 1.4649 1.4649 1.4649
PP 1.4649 1.4649 1.4649 1.4649
S1 1.4649 1.4649 1.4649 1.4649
S2 1.4649 1.4649 1.4649
S3 1.4649 1.4649 1.4649
S4 1.4649 1.4649 1.4649
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5484 1.5347 1.4610
R3 1.5071 1.4934 1.4497
R2 1.4658 1.4658 1.4459
R1 1.4521 1.4521 1.4421 1.4590
PP 1.4245 1.4245 1.4245 1.4280
S1 1.4108 1.4108 1.4345 1.4177
S2 1.3832 1.3832 1.4307
S3 1.3419 1.3695 1.4269
S4 1.3006 1.3282 1.4156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4721 1.4311 0.0410 2.8% 0.0000 0.0% 82% False False 999
10 1.4721 1.3811 0.0910 6.2% 0.0016 0.1% 92% False False 522
Crabel Price Patterns
NR False
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 0.0007
Fibonacci Retracements and Extensions
4.250 1.4649
2.618 1.4649
1.618 1.4649
1.000 1.4649
0.618 1.4649
HIGH 1.4649
0.618 1.4649
0.500 1.4649
0.382 1.4649
LOW 1.4649
0.618 1.4649
1.000 1.4649
1.618 1.4649
2.618 1.4649
4.250 1.4649
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 1.4649 1.4617
PP 1.4649 1.4584
S1 1.4649 1.4552

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

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