CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 1.3080 1.2832 -0.0248 -1.9% 1.3523
High 1.3080 1.2832 -0.0248 -1.9% 1.3647
Low 1.3080 1.2832 -0.0248 -1.9% 1.3390
Close 1.3080 1.2832 -0.0248 -1.9% 1.3390
Range
ATR 0.0137 0.0145 0.0008 5.8% 0.0000
Volume 1,781 164 -1,617 -90.8% 4,535
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.2832 1.2832 1.2832
R3 1.2832 1.2832 1.2832
R2 1.2832 1.2832 1.2832
R1 1.2832 1.2832 1.2832 1.2832
PP 1.2832 1.2832 1.2832 1.2832
S1 1.2832 1.2832 1.2832 1.2832
S2 1.2832 1.2832 1.2832
S3 1.2832 1.2832 1.2832
S4 1.2832 1.2832 1.2832
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 1.3410 1.2832 0.0578 4.5% 0.0000 0.0% 0% False True 1,342
10 1.3740 1.2832 0.0908 7.1% 0.0009 0.1% 0% False True 785
20 1.4596 1.2832 0.1764 13.7% 0.0034 0.3% 0% False True 1,921
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 1.2832
2.618 1.2832
1.618 1.2832
1.000 1.2832
0.618 1.2832
HIGH 1.2832
0.618 1.2832
0.500 1.2832
0.382 1.2832
LOW 1.2832
0.618 1.2832
1.000 1.2832
1.618 1.2832
2.618 1.2832
4.250 1.2832
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 1.2832 1.3053
PP 1.2832 1.2979
S1 1.2832 1.2906

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

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