CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 1.2824 1.2942 0.0118 0.9% 1.3273
High 1.2824 1.2942 0.0118 0.9% 1.3273
Low 1.2824 1.2942 0.0118 0.9% 1.2599
Close 1.2824 1.2942 0.0118 0.9% 1.2599
Range
ATR 0.0139 0.0138 -0.0002 -1.1% 0.0000
Volume 610 529 -81 -13.3% 3,544
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.2942 1.2942 1.2942
R3 1.2942 1.2942 1.2942
R2 1.2942 1.2942 1.2942
R1 1.2942 1.2942 1.2942 1.2942
PP 1.2942 1.2942 1.2942 1.2942
S1 1.2942 1.2942 1.2942 1.2942
S2 1.2942 1.2942 1.2942
S3 1.2942 1.2942 1.2942
S4 1.2942 1.2942 1.2942
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 1.2942 1.2523 0.0419 3.2% 0.0000 0.0% 100% True False 599
10 1.3390 1.2523 0.0867 6.7% 0.0000 0.0% 48% False False 688
20 1.3870 1.2523 0.1347 10.4% 0.0026 0.2% 31% False False 818
40 1.4721 1.2523 0.2198 17.0% 0.0023 0.2% 19% False False 1,181
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2942
2.618 1.2942
1.618 1.2942
1.000 1.2942
0.618 1.2942
HIGH 1.2942
0.618 1.2942
0.500 1.2942
0.382 1.2942
LOW 1.2942
0.618 1.2942
1.000 1.2942
1.618 1.2942
2.618 1.2942
4.250 1.2942
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 1.2942 1.2884
PP 1.2942 1.2826
S1 1.2942 1.2768

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

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