CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 1.3694 1.3608 -0.0086 -0.6% 1.3715
High 1.3694 1.3651 -0.0043 -0.3% 1.3791
Low 1.3290 1.3507 0.0217 1.6% 1.3290
Close 1.3484 1.3523 0.0039 0.3% 1.3484
Range 0.0404 0.0144 -0.0260 -64.4% 0.0501
ATR 0.0231 0.0226 -0.0005 -2.0% 0.0000
Volume 99 158 59 59.6% 2,689
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3992 1.3902 1.3602
R3 1.3848 1.3758 1.3563
R2 1.3704 1.3704 1.3549
R1 1.3614 1.3614 1.3536 1.3587
PP 1.3560 1.3560 1.3560 1.3547
S1 1.3470 1.3470 1.3510 1.3443
S2 1.3416 1.3416 1.3497
S3 1.3272 1.3326 1.3483
S4 1.3128 1.3182 1.3444
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.5025 1.4755 1.3760
R3 1.4524 1.4254 1.3622
R2 1.4023 1.4023 1.3576
R1 1.3753 1.3753 1.3530 1.3638
PP 1.3522 1.3522 1.3522 1.3464
S1 1.3252 1.3252 1.3438 1.3137
S2 1.3021 1.3021 1.3392
S3 1.2520 1.2751 1.3346
S4 1.2019 1.2250 1.3208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3791 1.3290 0.0501 3.7% 0.0232 1.7% 47% False False 299
10 1.4427 1.3290 0.1137 8.4% 0.0245 1.8% 20% False False 992
20 1.4786 1.3290 0.1496 11.1% 0.0232 1.7% 16% False False 1,829
40 1.4786 1.3290 0.1496 11.1% 0.0150 1.1% 16% False False 930
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.4263
2.618 1.4028
1.618 1.3884
1.000 1.3795
0.618 1.3740
HIGH 1.3651
0.618 1.3596
0.500 1.3579
0.382 1.3562
LOW 1.3507
0.618 1.3418
1.000 1.3363
1.618 1.3274
2.618 1.3130
4.250 1.2895
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 1.3579 1.3541
PP 1.3560 1.3535
S1 1.3542 1.3529

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

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