CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 1.3273 1.3080 -0.0193 -1.5% 1.3523
High 1.3273 1.3080 -0.0193 -1.5% 1.3647
Low 1.3273 1.3080 -0.0193 -1.5% 1.3390
Close 1.3273 1.3080 -0.0193 -1.5% 1.3390
Range
ATR 0.0133 0.0137 0.0004 3.3% 0.0000
Volume 828 1,781 953 115.1% 4,535
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3080 1.3080 1.3080
R3 1.3080 1.3080 1.3080
R2 1.3080 1.3080 1.3080
R1 1.3080 1.3080 1.3080 1.3080
PP 1.3080 1.3080 1.3080 1.3080
S1 1.3080 1.3080 1.3080 1.3080
S2 1.3080 1.3080 1.3080
S3 1.3080 1.3080 1.3080
S4 1.3080 1.3080 1.3080
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4247 1.4075 1.3531
R3 1.3990 1.3818 1.3461
R2 1.3733 1.3733 1.3437
R1 1.3561 1.3561 1.3414 1.3519
PP 1.3476 1.3476 1.3476 1.3454
S1 1.3304 1.3304 1.3366 1.3262
S2 1.3219 1.3219 1.3343
S3 1.2962 1.3047 1.3319
S4 1.2705 1.2790 1.3249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3498 1.3080 0.0418 3.2% 0.0000 0.0% 0% False True 1,383
10 1.3740 1.3080 0.0660 5.0% 0.0009 0.1% 0% False True 816
20 1.4685 1.3080 0.1605 12.3% 0.0039 0.3% 0% False True 1,923
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.3080
2.618 1.3080
1.618 1.3080
1.000 1.3080
0.618 1.3080
HIGH 1.3080
0.618 1.3080
0.500 1.3080
0.382 1.3080
LOW 1.3080
0.618 1.3080
1.000 1.3080
1.618 1.3080
2.618 1.3080
4.250 1.3080
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 1.3080 1.3235
PP 1.3080 1.3183
S1 1.3080 1.3132

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

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