CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 1.2545 1.2572 0.0027 0.2% 1.2706
High 1.2545 1.2572 0.0027 0.2% 1.2765
Low 1.2545 1.2572 0.0027 0.2% 1.2435
Close 1.2545 1.2572 0.0027 0.2% 1.2765
Range
ATR 0.0137 0.0130 -0.0008 -5.7% 0.0000
Volume 648 576 -72 -11.1% 2,529
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2572 1.2572 1.2572
R3 1.2572 1.2572 1.2572
R2 1.2572 1.2572 1.2572
R1 1.2572 1.2572 1.2572 1.2572
PP 1.2572 1.2572 1.2572 1.2572
S1 1.2572 1.2572 1.2572 1.2572
S2 1.2572 1.2572 1.2572
S3 1.2572 1.2572 1.2572
S4 1.2572 1.2572 1.2572
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 1.2460 0.0305 2.4% 0.0045 0.4% 37% False False 710
10 1.2805 1.2435 0.0370 2.9% 0.0043 0.3% 37% False False 499
20 1.2942 1.2435 0.0507 4.0% 0.0026 0.2% 27% False False 547
40 1.4596 1.2435 0.2161 17.2% 0.0030 0.2% 6% False False 1,234
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 0.0007
Fibonacci Retracements and Extensions
4.250 1.2572
2.618 1.2572
1.618 1.2572
1.000 1.2572
0.618 1.2572
HIGH 1.2572
0.618 1.2572
0.500 1.2572
0.382 1.2572
LOW 1.2572
0.618 1.2572
1.000 1.2572
1.618 1.2572
2.618 1.2572
4.250 1.2572
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 1.2572 1.2597
PP 1.2572 1.2589
S1 1.2572 1.2580

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

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