CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 1.4073 1.3824 -0.0249 -1.8% 1.4721
High 1.4073 1.3824 -0.0249 -1.8% 1.4721
Low 1.4073 1.3824 -0.0249 -1.8% 1.4585
Close 1.4073 1.3824 -0.0249 -1.8% 1.4596
Range
ATR 0.0129 0.0138 0.0009 6.6% 0.0000
Volume 1,322 1,511 189 14.3% 15,750
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3824 1.3824 1.3824
R3 1.3824 1.3824 1.3824
R2 1.3824 1.3824 1.3824
R1 1.3824 1.3824 1.3824 1.3824
PP 1.3824 1.3824 1.3824 1.3824
S1 1.3824 1.3824 1.3824 1.3824
S2 1.3824 1.3824 1.3824
S3 1.3824 1.3824 1.3824
S4 1.3824 1.3824 1.3824
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5042 1.4955 1.4671
R3 1.4906 1.4819 1.4633
R2 1.4770 1.4770 1.4621
R1 1.4683 1.4683 1.4608 1.4659
PP 1.4634 1.4634 1.4634 1.4622
S1 1.4547 1.4547 1.4584 1.4523
S2 1.4498 1.4498 1.4571
S3 1.4362 1.4411 1.4559
S4 1.4226 1.4275 1.4521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4596 1.3824 0.0772 5.6% 0.0031 0.2% 0% False True 5,064
10 1.4721 1.3824 0.0897 6.5% 0.0026 0.2% 0% False True 2,971
20 1.4721 1.3811 0.0910 6.6% 0.0021 0.1% 1% False False 1,544
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 0.0006
Fibonacci Retracements and Extensions
4.250 1.3824
2.618 1.3824
1.618 1.3824
1.000 1.3824
0.618 1.3824
HIGH 1.3824
0.618 1.3824
0.500 1.3824
0.382 1.3824
LOW 1.3824
0.618 1.3824
1.000 1.3824
1.618 1.3824
2.618 1.3824
4.250 1.3824
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 1.3824 1.3982
PP 1.3824 1.3929
S1 1.3824 1.3877

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

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