CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 1.4615 1.4586 -0.0029 -0.2% 1.4057
High 1.4685 1.4586 -0.0099 -0.7% 1.4383
Low 1.4585 1.4586 0.0001 0.0% 1.3970
Close 1.4615 1.4586 -0.0029 -0.2% 1.4383
Range 0.0100 0.0000 -0.0100 -100.0% 0.0413
ATR 0.0122 0.0116 -0.0007 -5.4% 0.0000
Volume 203 77 -126 -62.1% 1,488
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4586 1.4586 1.4586
R3 1.4586 1.4586 1.4586
R2 1.4586 1.4586 1.4586
R1 1.4586 1.4586 1.4586 1.4586
PP 1.4586 1.4586 1.4586 1.4586
S1 1.4586 1.4586 1.4586 1.4586
S2 1.4586 1.4586 1.4586
S3 1.4586 1.4586 1.4586
S4 1.4586 1.4586 1.4586
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 1.4383 0.0338 2.3% 0.0020 0.1% 60% False False 878
10 1.4721 1.3970 0.0751 5.1% 0.0026 0.2% 82% False False 545
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4586
2.618 1.4586
1.618 1.4586
1.000 1.4586
0.618 1.4586
HIGH 1.4586
0.618 1.4586
0.500 1.4586
0.382 1.4586
LOW 1.4586
0.618 1.4586
1.000 1.4586
1.618 1.4586
2.618 1.4586
4.250 1.4586
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 1.4586 1.4635
PP 1.4586 1.4619
S1 1.4586 1.4602

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

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