CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 1.2523 1.2593 0.0070 0.6% 1.3273
High 1.2523 1.2593 0.0070 0.6% 1.3273
Low 1.2523 1.2593 0.0070 0.6% 1.2599
Close 1.2523 1.2593 0.0070 0.6% 1.2599
Range
ATR 0.0137 0.0132 -0.0005 -3.5% 0.0000
Volume 482 951 469 97.3% 3,544
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.2593 1.2593 1.2593
R3 1.2593 1.2593 1.2593
R2 1.2593 1.2593 1.2593
R1 1.2593 1.2593 1.2593 1.2593
PP 1.2593 1.2593 1.2593 1.2593
S1 1.2593 1.2593 1.2593 1.2593
S2 1.2593 1.2593 1.2593
S3 1.2593 1.2593 1.2593
S4 1.2593 1.2593 1.2593
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4846 1.4396 1.2970
R3 1.4172 1.3722 1.2784
R2 1.3498 1.3498 1.2723
R1 1.3048 1.3048 1.2661 1.2936
PP 1.2824 1.2824 1.2824 1.2768
S1 1.2374 1.2374 1.2537 1.2262
S2 1.2150 1.2150 1.2475
S3 1.1476 1.1700 1.2414
S4 1.0802 1.1026 1.2228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2832 1.2523 0.0309 2.5% 0.0000 0.0% 23% False False 473
10 1.3498 1.2523 0.0975 7.7% 0.0000 0.0% 7% False False 928
20 1.4073 1.2523 0.1550 12.3% 0.0026 0.2% 5% False False 903
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2593
2.618 1.2593
1.618 1.2593
1.000 1.2593
0.618 1.2593
HIGH 1.2593
0.618 1.2593
0.500 1.2593
0.382 1.2593
LOW 1.2593
0.618 1.2593
1.000 1.2593
1.618 1.2593
2.618 1.2593
4.250 1.2593
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 1.2593 1.2582
PP 1.2593 1.2572
S1 1.2593 1.2561

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

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