CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 1.2466 1.2765 0.0299 2.4% 1.2706
High 1.2685 1.2765 0.0080 0.6% 1.2765
Low 1.2460 1.2765 0.0305 2.4% 1.2435
Close 1.2661 1.2765 0.0104 0.8% 1.2765
Range 0.0225 0.0000 -0.0225 -100.0% 0.0330
ATR 0.0145 0.0142 -0.0003 -2.0% 0.0000
Volume 286 1,540 1,254 438.5% 2,529
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2765 1.2765 1.2765
R3 1.2765 1.2765 1.2765
R2 1.2765 1.2765 1.2765
R1 1.2765 1.2765 1.2765 1.2765
PP 1.2765 1.2765 1.2765 1.2765
S1 1.2765 1.2765 1.2765 1.2765
S2 1.2765 1.2765 1.2765
S3 1.2765 1.2765 1.2765
S4 1.2765 1.2765 1.2765
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3645 1.3535 1.2947
R3 1.3315 1.3205 1.2856
R2 1.2985 1.2985 1.2826
R1 1.2875 1.2875 1.2795 1.2930
PP 1.2655 1.2655 1.2655 1.2683
S1 1.2545 1.2545 1.2735 1.2600
S2 1.2325 1.2325 1.2705
S3 1.1995 1.2215 1.2674
S4 1.1665 1.1885 1.2584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2765 1.2435 0.0330 2.6% 0.0062 0.5% 100% True False 505
10 1.2939 1.2435 0.0504 3.9% 0.0043 0.3% 65% False False 534
20 1.3273 1.2435 0.0838 6.6% 0.0026 0.2% 39% False False 600
40 1.4721 1.2435 0.2286 17.9% 0.0032 0.3% 14% False False 1,287
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2765
2.618 1.2765
1.618 1.2765
1.000 1.2765
0.618 1.2765
HIGH 1.2765
0.618 1.2765
0.500 1.2765
0.382 1.2765
LOW 1.2765
0.618 1.2765
1.000 1.2765
1.618 1.2765
2.618 1.2765
4.250 1.2765
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 1.2765 1.2710
PP 1.2765 1.2655
S1 1.2765 1.2600

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

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