CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 1.2706 1.2497 -0.0209 -1.6% 1.2587
High 1.2706 1.2497 -0.0209 -1.6% 1.2939
Low 1.2706 1.2497 -0.0209 -1.6% 1.2587
Close 1.2706 1.2497 -0.0209 -1.6% 1.2699
Range
ATR 0.0138 0.0143 0.0005 3.7% 0.0000
Volume 110 346 236 214.5% 2,819
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2497 1.2497 1.2497
R3 1.2497 1.2497 1.2497
R2 1.2497 1.2497 1.2497
R1 1.2497 1.2497 1.2497 1.2497
PP 1.2497 1.2497 1.2497 1.2497
S1 1.2497 1.2497 1.2497 1.2497
S2 1.2497 1.2497 1.2497
S3 1.2497 1.2497 1.2497
S4 1.2497 1.2497 1.2497
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3798 1.3600 1.2893
R3 1.3446 1.3248 1.2796
R2 1.3094 1.3094 1.2764
R1 1.2896 1.2896 1.2731 1.2995
PP 1.2742 1.2742 1.2742 1.2791
S1 1.2544 1.2544 1.2667 1.2643
S2 1.2390 1.2390 1.2634
S3 1.2038 1.2192 1.2602
S4 1.1686 1.1840 1.2505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2939 1.2497 0.0442 3.5% 0.0024 0.2% 0% False True 431
10 1.2942 1.2497 0.0445 3.6% 0.0021 0.2% 0% False True 495
20 1.3498 1.2497 0.1001 8.0% 0.0010 0.1% 0% False True 711
40 1.4721 1.2497 0.2224 17.8% 0.0024 0.2% 0% False True 1,269
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 0.0005
Fibonacci Retracements and Extensions
4.250 1.2497
2.618 1.2497
1.618 1.2497
1.000 1.2497
0.618 1.2497
HIGH 1.2497
0.618 1.2497
0.500 1.2497
0.382 1.2497
LOW 1.2497
0.618 1.2497
1.000 1.2497
1.618 1.2497
2.618 1.2497
4.250 1.2497
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 1.2497 1.2602
PP 1.2497 1.2567
S1 1.2497 1.2532

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

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