CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 1.3611 1.3451 -0.0160 -1.2% 1.3715
High 1.3633 1.3497 -0.0136 -1.0% 1.3791
Low 1.3472 1.3356 -0.0116 -0.9% 1.3290
Close 1.3498 1.3410 -0.0088 -0.7% 1.3484
Range 0.0161 0.0141 -0.0020 -12.4% 0.0501
ATR 0.0224 0.0218 -0.0006 -2.6% 0.0000
Volume 365 3,174 2,809 769.6% 2,689
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3844 1.3768 1.3488
R3 1.3703 1.3627 1.3449
R2 1.3562 1.3562 1.3436
R1 1.3486 1.3486 1.3423 1.3454
PP 1.3421 1.3421 1.3421 1.3405
S1 1.3345 1.3345 1.3397 1.3313
S2 1.3280 1.3280 1.3384
S3 1.3139 1.3204 1.3371
S4 1.2998 1.3063 1.3332
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 1.3772 1.3290 0.0482 3.6% 0.0201 1.5% 25% False False 773
10 1.3900 1.3290 0.0610 4.5% 0.0210 1.6% 20% False False 949
20 1.4786 1.3290 0.1496 11.2% 0.0220 1.6% 8% False False 1,960
40 1.4786 1.3290 0.1496 11.2% 0.0160 1.2% 8% False False 1,014
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 0.0022
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.4096
2.618 1.3866
1.618 1.3725
1.000 1.3638
0.618 1.3584
HIGH 1.3497
0.618 1.3443
0.500 1.3427
0.382 1.3410
LOW 1.3356
0.618 1.3269
1.000 1.3215
1.618 1.3128
2.618 1.2987
4.250 1.2757
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 1.3427 1.3564
PP 1.3421 1.3513
S1 1.3416 1.3461

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

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