CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 1.3540 1.3607 0.0067 0.5% 1.4454
High 1.3781 1.3791 0.0010 0.1% 1.4516
Low 1.3540 1.3607 0.0067 0.5% 1.3691
Close 1.3711 1.3689 -0.0022 -0.2% 1.3808
Range 0.0241 0.0184 -0.0057 -23.7% 0.0825
ATR 0.0220 0.0217 -0.0003 -1.2% 0.0000
Volume 472 446 -26 -5.5% 16,541
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4248 1.4152 1.3790
R3 1.4064 1.3968 1.3740
R2 1.3880 1.3880 1.3723
R1 1.3784 1.3784 1.3706 1.3832
PP 1.3696 1.3696 1.3696 1.3720
S1 1.3600 1.3600 1.3672 1.3648
S2 1.3512 1.3512 1.3655
S3 1.3328 1.3416 1.3638
S4 1.3144 1.3232 1.3588
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 1.3900 1.3442 0.0458 3.3% 0.0219 1.6% 54% False False 1,125
10 1.4630 1.3442 0.1188 8.7% 0.0223 1.6% 21% False False 3,094
20 1.4786 1.3442 0.1344 9.8% 0.0227 1.7% 18% False False 1,820
40 1.4786 1.3442 0.1344 9.8% 0.0140 1.0% 18% False False 923
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 0.0027
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4573
2.618 1.4273
1.618 1.4089
1.000 1.3975
0.618 1.3905
HIGH 1.3791
0.618 1.3721
0.500 1.3699
0.382 1.3677
LOW 1.3607
0.618 1.3493
1.000 1.3423
1.618 1.3309
2.618 1.3125
4.250 1.2825
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 1.3699 1.3681
PP 1.3696 1.3672
S1 1.3692 1.3664

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

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