CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 1.2705 1.2587 -0.0118 -0.9% 1.2523
High 1.2735 1.2587 -0.0148 -1.2% 1.2942
Low 1.2650 1.2587 -0.0063 -0.5% 1.2523
Close 1.2724 1.2587 -0.0137 -1.1% 1.2724
Range 0.0085 0.0000 -0.0085 -100.0% 0.0419
ATR 0.0149 0.0148 -0.0001 -0.6% 0.0000
Volume 540 458 -82 -15.2% 3,112
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2587 1.2587 1.2587
R3 1.2587 1.2587 1.2587
R2 1.2587 1.2587 1.2587
R1 1.2587 1.2587 1.2587 1.2587
PP 1.2587 1.2587 1.2587 1.2587
S1 1.2587 1.2587 1.2587 1.2587
S2 1.2587 1.2587 1.2587
S3 1.2587 1.2587 1.2587
S4 1.2587 1.2587 1.2587
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3987 1.3774 1.2954
R3 1.3568 1.3355 1.2839
R2 1.3149 1.3149 1.2801
R1 1.2936 1.2936 1.2762 1.3043
PP 1.2730 1.2730 1.2730 1.2783
S1 1.2517 1.2517 1.2686 1.2624
S2 1.2311 1.2311 1.2647
S3 1.1892 1.2098 1.2609
S4 1.1473 1.1679 1.2494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2942 1.2587 0.0355 2.8% 0.0017 0.1% 0% False True 617
10 1.3080 1.2523 0.0557 4.4% 0.0009 0.1% 11% False False 628
20 1.3740 1.2523 0.1217 9.7% 0.0015 0.1% 5% False False 649
40 1.4721 1.2523 0.2198 17.5% 0.0025 0.2% 3% False False 1,205
Crabel Price Patterns
NR True
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2587
2.618 1.2587
1.618 1.2587
1.000 1.2587
0.618 1.2587
HIGH 1.2587
0.618 1.2587
0.500 1.2587
0.382 1.2587
LOW 1.2587
0.618 1.2587
1.000 1.2587
1.618 1.2587
2.618 1.2587
4.250 1.2587
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 1.2587 1.2765
PP 1.2587 1.2705
S1 1.2587 1.2646

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

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