CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 1.3990 1.3860 -0.0130 -0.9% 1.4454
High 1.4000 1.3900 -0.0100 -0.7% 1.4516
Low 1.3755 1.3691 -0.0064 -0.5% 1.3691
Close 1.3824 1.3808 -0.0016 -0.1% 1.3808
Range 0.0245 0.0209 -0.0036 -14.7% 0.0825
ATR 0.0201 0.0202 0.0001 0.3% 0.0000
Volume 1,511 3,035 1,524 100.9% 16,541
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4427 1.4326 1.3923
R3 1.4218 1.4117 1.3865
R2 1.4009 1.4009 1.3846
R1 1.3908 1.3908 1.3827 1.3854
PP 1.3800 1.3800 1.3800 1.3773
S1 1.3699 1.3699 1.3789 1.3645
S2 1.3591 1.3591 1.3770
S3 1.3382 1.3490 1.3751
S4 1.3173 1.3281 1.3693
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.6480 1.5969 1.4262
R3 1.5655 1.5144 1.4035
R2 1.4830 1.4830 1.3959
R1 1.4319 1.4319 1.3884 1.4162
PP 1.4005 1.4005 1.4005 1.3927
S1 1.3494 1.3494 1.3732 1.3337
S2 1.3180 1.3180 1.3657
S3 1.2355 1.2669 1.3581
S4 1.1530 1.1844 1.3354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4516 1.3691 0.0825 6.0% 0.0248 1.8% 14% False True 3,308
10 1.4786 1.3691 0.1095 7.9% 0.0219 1.6% 11% False True 3,229
20 1.4786 1.3691 0.1095 7.9% 0.0204 1.5% 11% False True 1,694
40 1.5121 1.3691 0.1430 10.4% 0.0124 0.9% 8% False True 864
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4788
2.618 1.4447
1.618 1.4238
1.000 1.4109
0.618 1.4029
HIGH 1.3900
0.618 1.3820
0.500 1.3796
0.382 1.3771
LOW 1.3691
0.618 1.3562
1.000 1.3482
1.618 1.3353
2.618 1.3144
4.250 1.2803
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 1.3804 1.3936
PP 1.3800 1.3893
S1 1.3796 1.3851

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

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