CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 1.3647 1.3498 -0.0149 -1.1% 1.3442
High 1.3647 1.3498 -0.0149 -1.1% 1.3740
Low 1.3647 1.3498 -0.0149 -1.1% 1.3450
Close 1.3647 1.3498 -0.0149 -1.1% 1.3484
Range
ATR 0.0147 0.0147 0.0000 0.1% 0.0000
Volume 71 365 294 414.1% 2,689
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3498 1.3498 1.3498
R3 1.3498 1.3498 1.3498
R2 1.3498 1.3498 1.3498
R1 1.3498 1.3498 1.3498 1.3498
PP 1.3498 1.3498 1.3498 1.3498
S1 1.3498 1.3498 1.3498 1.3498
S2 1.3498 1.3498 1.3498
S3 1.3498 1.3498 1.3498
S4 1.3498 1.3498 1.3498
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% 5% False False 227
10 1.3870 1.3450 0.0420 3.1% 0.0052 0.4% 11% False False 782
20 1.4721 1.3450 0.1271 9.4% 0.0039 0.3% 4% False False 1,826
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 1.3498
2.618 1.3498
1.618 1.3498
1.000 1.3498
0.618 1.3498
HIGH 1.3498
0.618 1.3498
0.500 1.3498
0.382 1.3498
LOW 1.3498
0.618 1.3498
1.000 1.3498
1.618 1.3498
2.618 1.3498
4.250 1.3498
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 1.3498 1.3573
PP 1.3498 1.3548
S1 1.3498 1.3523

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

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