CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 1.3715 1.3600 -0.0115 -0.8% 1.4454
High 1.3715 1.3724 0.0009 0.1% 1.4516
Low 1.3442 1.3536 0.0094 0.7% 1.3691
Close 1.3442 1.3635 0.0193 1.4% 1.3808
Range 0.0273 0.0188 -0.0085 -31.1% 0.0825
ATR 0.0213 0.0218 0.0005 2.3% 0.0000
Volume 1,350 322 -1,028 -76.1% 16,541
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4196 1.4103 1.3738
R3 1.4008 1.3915 1.3687
R2 1.3820 1.3820 1.3669
R1 1.3727 1.3727 1.3652 1.3774
PP 1.3632 1.3632 1.3632 1.3655
S1 1.3539 1.3539 1.3618 1.3586
S2 1.3444 1.3444 1.3601
S3 1.3256 1.3351 1.3583
S4 1.3068 1.3163 1.3532
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 1.4180 1.3442 0.0738 5.4% 0.0221 1.6% 26% False False 1,508
10 1.4722 1.3442 0.1280 9.4% 0.0209 1.5% 15% False False 3,031
20 1.4786 1.3442 0.1344 9.9% 0.0222 1.6% 14% False False 1,776
40 1.4786 1.3442 0.1344 9.9% 0.0129 0.9% 14% False False 900
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0032
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4523
2.618 1.4216
1.618 1.4028
1.000 1.3912
0.618 1.3840
HIGH 1.3724
0.618 1.3652
0.500 1.3630
0.382 1.3608
LOW 1.3536
0.618 1.3420
1.000 1.3348
1.618 1.3232
2.618 1.3044
4.250 1.2737
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 1.3633 1.3671
PP 1.3632 1.3659
S1 1.3630 1.3647

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

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