CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 1.2900 1.2939 0.0039 0.3% 1.2523
High 1.2900 1.2939 0.0039 0.3% 1.2942
Low 1.2900 1.2939 0.0039 0.3% 1.2523
Close 1.2900 1.2939 0.0039 0.3% 1.2724
Range
ATR 0.0160 0.0151 -0.0009 -5.4% 0.0000
Volume 658 965 307 46.7% 3,112
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2939 1.2939 1.2939
R3 1.2939 1.2939 1.2939
R2 1.2939 1.2939 1.2939
R1 1.2939 1.2939 1.2939 1.2939
PP 1.2939 1.2939 1.2939 1.2939
S1 1.2939 1.2939 1.2939 1.2939
S2 1.2939 1.2939 1.2939
S3 1.2939 1.2939 1.2939
S4 1.2939 1.2939 1.2939
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 2.7% 0.0017 0.1% 99% False False 630
10 1.2942 1.2523 0.0419 3.2% 0.0009 0.1% 99% False False 596
20 1.3740 1.2523 0.1217 9.4% 0.0009 0.1% 34% False False 690
40 1.4721 1.2523 0.2198 17.0% 0.0025 0.2% 19% False False 1,245
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 1.2939
2.618 1.2939
1.618 1.2939
1.000 1.2939
0.618 1.2939
HIGH 1.2939
0.618 1.2939
0.500 1.2939
0.382 1.2939
LOW 1.2939
0.618 1.2939
1.000 1.2939
1.618 1.2939
2.618 1.2939
4.250 1.2939
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 1.2939 1.2880
PP 1.2939 1.2822
S1 1.2939 1.2763

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

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