CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 1.2939 1.2693 -0.0246 -1.9% 1.2785
High 1.2955 1.2693 -0.0262 -2.0% 1.3065
Low 1.2830 1.2693 -0.0137 -1.1% 1.2693
Close 1.2873 1.2697 -0.0176 -1.4% 1.2697
Range 0.0125 0.0000 -0.0125 -100.0% 0.0372
ATR 0.0145 0.0147 0.0003 1.7% 0.0000
Volume 2,539 1,615 -924 -36.4% 10,295
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2694 1.2696 1.2697
R3 1.2694 1.2696 1.2697
R2 1.2694 1.2694 1.2697
R1 1.2696 1.2696 1.2697 1.2695
PP 1.2694 1.2694 1.2694 1.2694
S1 1.2696 1.2696 1.2697 1.2695
S2 1.2694 1.2694 1.2697
S3 1.2694 1.2696 1.2697
S4 1.2694 1.2696 1.2697
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3934 1.3688 1.2902
R3 1.3562 1.3316 1.2799
R2 1.3190 1.3190 1.2765
R1 1.2944 1.2944 1.2731 1.2881
PP 1.2818 1.2818 1.2818 1.2787
S1 1.2572 1.2572 1.2663 1.2509
S2 1.2446 1.2446 1.2629
S3 1.2074 1.2200 1.2595
S4 1.1702 1.1828 1.2492
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3065 1.2492 0.0573 4.5% 0.0073 0.6% 36% False False 2,162
10 1.3065 1.2475 0.0590 4.6% 0.0044 0.3% 38% False False 1,511
20 1.3065 1.2435 0.0630 5.0% 0.0048 0.4% 42% False False 972
40 1.3870 1.2435 0.1435 11.3% 0.0037 0.3% 18% False False 895
60 1.4721 1.2435 0.2286 18.0% 0.0031 0.2% 11% False False 1,112
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2693
2.618 1.2693
1.618 1.2693
1.000 1.2693
0.618 1.2693
HIGH 1.2693
0.618 1.2693
0.500 1.2693
0.382 1.2693
LOW 1.2693
0.618 1.2693
1.000 1.2693
1.618 1.2693
2.618 1.2693
4.250 1.2693
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 1.2696 1.2879
PP 1.2694 1.2818
S1 1.2693 1.2758

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

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