CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 1.3451 1.3410 -0.0041 -0.3% 1.3608
High 1.3497 1.3434 -0.0063 -0.5% 1.3772
Low 1.3356 1.3355 -0.0001 0.0% 1.3355
Close 1.3410 1.3390 -0.0020 -0.1% 1.3390
Range 0.0141 0.0079 -0.0062 -44.0% 0.0417
ATR 0.0218 0.0208 -0.0010 -4.6% 0.0000
Volume 3,174 767 -2,407 -75.8% 4,535
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3630 1.3589 1.3433
R3 1.3551 1.3510 1.3412
R2 1.3472 1.3472 1.3404
R1 1.3431 1.3431 1.3397 1.3412
PP 1.3393 1.3393 1.3393 1.3384
S1 1.3352 1.3352 1.3383 1.3333
S2 1.3314 1.3314 1.3376
S3 1.3235 1.3273 1.3368
S4 1.3156 1.3194 1.3347
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4757 1.4490 1.3619
R3 1.4340 1.4073 1.3505
R2 1.3923 1.3923 1.3466
R1 1.3656 1.3656 1.3428 1.3581
PP 1.3506 1.3506 1.3506 1.3468
S1 1.3239 1.3239 1.3352 1.3164
S2 1.3089 1.3089 1.3314
S3 1.2672 1.2822 1.3275
S4 1.2255 1.2405 1.3161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3772 1.3355 0.0417 3.1% 0.0136 1.0% 8% False True 907
10 1.3791 1.3290 0.0501 3.7% 0.0197 1.5% 20% False False 722
20 1.4786 1.3290 0.1496 11.2% 0.0208 1.6% 7% False False 1,975
40 1.4786 1.3290 0.1496 11.2% 0.0161 1.2% 7% False False 1,033
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.3770
2.618 1.3641
1.618 1.3562
1.000 1.3513
0.618 1.3483
HIGH 1.3434
0.618 1.3404
0.500 1.3395
0.382 1.3385
LOW 1.3355
0.618 1.3306
1.000 1.3276
1.618 1.3227
2.618 1.3148
4.250 1.3019
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 1.3395 1.3494
PP 1.3393 1.3459
S1 1.3392 1.3425

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

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