CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 1.2587 1.2900 0.0313 2.5% 1.2523
High 1.2587 1.2900 0.0313 2.5% 1.2942
Low 1.2587 1.2900 0.0313 2.5% 1.2523
Close 1.2587 1.2900 0.0313 2.5% 1.2724
Range
ATR 0.0148 0.0160 0.0012 8.0% 0.0000
Volume 458 658 200 43.7% 3,112
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2900 1.2900 1.2900
R3 1.2900 1.2900 1.2900
R2 1.2900 1.2900 1.2900
R1 1.2900 1.2900 1.2900 1.2900
PP 1.2900 1.2900 1.2900 1.2900
S1 1.2900 1.2900 1.2900 1.2900
S2 1.2900 1.2900 1.2900
S3 1.2900 1.2900 1.2900
S4 1.2900 1.2900 1.2900
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% 88% False False 559
10 1.2942 1.2523 0.0419 3.2% 0.0009 0.1% 90% False False 516
20 1.3740 1.2523 0.1217 9.4% 0.0009 0.1% 31% False False 666
40 1.4721 1.2523 0.2198 17.0% 0.0025 0.2% 17% False False 1,221
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 0.0003
Fibonacci Retracements and Extensions
4.250 1.2900
2.618 1.2900
1.618 1.2900
1.000 1.2900
0.618 1.2900
HIGH 1.2900
0.618 1.2900
0.500 1.2900
0.382 1.2900
LOW 1.2900
0.618 1.2900
1.000 1.2900
1.618 1.2900
2.618 1.2900
4.250 1.2900
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 1.2900 1.2848
PP 1.2900 1.2796
S1 1.2900 1.2744

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

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