CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 1.2693 1.2662 -0.0031 -0.2% 1.2785
High 1.2693 1.2662 -0.0031 -0.2% 1.3065
Low 1.2693 1.2662 -0.0031 -0.2% 1.2693
Close 1.2697 1.2662 -0.0035 -0.3% 1.2697
Range
ATR 0.0147 0.0139 -0.0008 -5.4% 0.0000
Volume 1,615 4,091 2,476 153.3% 10,295
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.2662 1.2662 1.2662
R3 1.2662 1.2662 1.2662
R2 1.2662 1.2662 1.2662
R1 1.2662 1.2662 1.2662 1.2662
PP 1.2662 1.2662 1.2662 1.2662
S1 1.2662 1.2662 1.2662 1.2662
S2 1.2662 1.2662 1.2662
S3 1.2662 1.2662 1.2662
S4 1.2662 1.2662 1.2662
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 1.2662 0.0403 3.2% 0.0073 0.6% 0% False True 2,877
10 1.3065 1.2475 0.0590 4.7% 0.0044 0.3% 32% False False 1,766
20 1.3065 1.2435 0.0630 5.0% 0.0044 0.3% 36% False False 1,150
40 1.3740 1.2435 0.1305 10.3% 0.0032 0.3% 17% False False 922
60 1.4721 1.2435 0.2286 18.1% 0.0031 0.2% 10% False False 1,179
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 0.0011
Fibonacci Retracements and Extensions
4.250 1.2662
2.618 1.2662
1.618 1.2662
1.000 1.2662
0.618 1.2662
HIGH 1.2662
0.618 1.2662
0.500 1.2662
0.382 1.2662
LOW 1.2662
0.618 1.2662
1.000 1.2662
1.618 1.2662
2.618 1.2662
4.250 1.2662
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 1.2662 1.2809
PP 1.2662 1.2760
S1 1.2662 1.2711

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

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