CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 1.3523 1.3647 0.0124 0.9% 1.3442
High 1.3523 1.3647 0.0124 0.9% 1.3740
Low 1.3523 1.3647 0.0124 0.9% 1.3450
Close 1.3523 1.3647 0.0124 0.9% 1.3484
Range
ATR 0.0148 0.0147 -0.0002 -1.2% 0.0000
Volume 158 71 -87 -55.1% 2,689
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3647 1.3647 1.3647
R3 1.3647 1.3647 1.3647
R2 1.3647 1.3647 1.3647
R1 1.3647 1.3647 1.3647 1.3647
PP 1.3647 1.3647 1.3647 1.3647
S1 1.3647 1.3647 1.3647 1.3647
S2 1.3647 1.3647 1.3647
S3 1.3647 1.3647 1.3647
S4 1.3647 1.3647 1.3647
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4428 1.4246 1.3644
R3 1.4138 1.3956 1.3564
R2 1.3848 1.3848 1.3537
R1 1.3666 1.3666 1.3511 1.3757
PP 1.3558 1.3558 1.3558 1.3604
S1 1.3376 1.3376 1.3457 1.3467
S2 1.3268 1.3268 1.3431
S3 1.2978 1.3086 1.3404
S4 1.2688 1.2796 1.3325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3740 1.3484 0.0256 1.9% 0.0018 0.1% 64% False False 249
10 1.4073 1.3450 0.0623 4.6% 0.0052 0.4% 32% False False 878
20 1.4721 1.3450 0.1271 9.3% 0.0039 0.3% 15% False False 1,827
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 0.0011
Fibonacci Retracements and Extensions
4.250 1.3647
2.618 1.3647
1.618 1.3647
1.000 1.3647
0.618 1.3647
HIGH 1.3647
0.618 1.3647
0.500 1.3647
0.382 1.3647
LOW 1.3647
0.618 1.3647
1.000 1.3647
1.618 1.3647
2.618 1.3647
4.250 1.3647
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 1.3647 1.3620
PP 1.3647 1.3593
S1 1.3647 1.3566

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

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