CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 1.3498 1.3410 -0.0088 -0.7% 1.3442
High 1.3498 1.3410 -0.0088 -0.7% 1.3740
Low 1.3498 1.3410 -0.0088 -0.7% 1.3450
Close 1.3498 1.3410 -0.0088 -0.7% 1.3484
Range
ATR 0.0147 0.0143 -0.0004 -2.9% 0.0000
Volume 365 3,174 2,809 769.6% 2,689
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3410 1.3410 1.3410
R3 1.3410 1.3410 1.3410
R2 1.3410 1.3410 1.3410
R1 1.3410 1.3410 1.3410 1.3410
PP 1.3410 1.3410 1.3410 1.3410
S1 1.3410 1.3410 1.3410 1.3410
S2 1.3410 1.3410 1.3410
S3 1.3410 1.3410 1.3410
S4 1.3410 1.3410 1.3410
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 1.3647 1.3410 0.0237 1.8% 0.0000 0.0% 0% False True 773
10 1.3870 1.3410 0.0460 3.4% 0.0052 0.4% 0% False True 949
20 1.4721 1.3410 0.1311 9.8% 0.0039 0.3% 0% False True 1,960
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 1.3410
2.618 1.3410
1.618 1.3410
1.000 1.3410
0.618 1.3410
HIGH 1.3410
0.618 1.3410
0.500 1.3410
0.382 1.3410
LOW 1.3410
0.618 1.3410
1.000 1.3410
1.618 1.3410
2.618 1.3410
4.250 1.3410
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 1.3410 1.3529
PP 1.3410 1.3489
S1 1.3410 1.3450

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

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