CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 1.4388 1.4155 -0.0233 -1.6% 1.4425
High 1.4427 1.4180 -0.0247 -1.7% 1.4786
Low 1.4057 1.3988 -0.0069 -0.5% 1.4393
Close 1.4126 1.4073 -0.0053 -0.4% 1.4596
Range 0.0370 0.0192 -0.0178 -48.1% 0.0393
ATR 0.0192 0.0192 0.0000 0.0% 0.0000
Volume 1,214 1,322 108 8.9% 15,750
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4656 1.4557 1.4179
R3 1.4464 1.4365 1.4126
R2 1.4272 1.4272 1.4108
R1 1.4173 1.4173 1.4091 1.4127
PP 1.4080 1.4080 1.4080 1.4057
S1 1.3981 1.3981 1.4055 1.3935
S2 1.3888 1.3888 1.4038
S3 1.3696 1.3789 1.4020
S4 1.3504 1.3597 1.3967
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5771 1.5576 1.4812
R3 1.5378 1.5183 1.4704
R2 1.4985 1.4985 1.4668
R1 1.4790 1.4790 1.4632 1.4888
PP 1.4592 1.4592 1.4592 1.4640
S1 1.4397 1.4397 1.4560 1.4495
S2 1.4199 1.4199 1.4524
S3 1.3806 1.4004 1.4488
S4 1.3413 1.3611 1.4380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4722 1.3988 0.0734 5.2% 0.0213 1.5% 12% False True 4,777
10 1.4786 1.3988 0.0798 5.7% 0.0232 1.6% 11% False True 2,869
20 1.4786 1.3765 0.1021 7.3% 0.0197 1.4% 30% False False 1,468
40 1.5243 1.3765 0.1478 10.5% 0.0113 0.8% 21% False False 750
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 0.0037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4996
2.618 1.4683
1.618 1.4491
1.000 1.4372
0.618 1.4299
HIGH 1.4180
0.618 1.4107
0.500 1.4084
0.382 1.4061
LOW 1.3988
0.618 1.3869
1.000 1.3796
1.618 1.3677
2.618 1.3485
4.250 1.3172
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 1.4084 1.4252
PP 1.4080 1.4192
S1 1.4077 1.4133

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

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