CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 1.3265 1.2985 -0.0280 -2.1% 1.3608
High 1.3289 1.2985 -0.0304 -2.3% 1.3772
Low 1.3007 1.2715 -0.0292 -2.2% 1.3355
Close 1.3080 1.2832 -0.0248 -1.9% 1.3390
Range 0.0282 0.0270 -0.0012 -4.3% 0.0417
ATR 0.0214 0.0225 0.0011 5.0% 0.0000
Volume 1,781 164 -1,617 -90.8% 4,535
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3654 1.3513 1.2981
R3 1.3384 1.3243 1.2906
R2 1.3114 1.3114 1.2882
R1 1.2973 1.2973 1.2857 1.2909
PP 1.2844 1.2844 1.2844 1.2812
S1 1.2703 1.2703 1.2807 1.2639
S2 1.2574 1.2574 1.2783
S3 1.2304 1.2433 1.2758
S4 1.2034 1.2163 1.2684
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 1.3497 1.2715 0.0782 6.1% 0.0198 1.5% 15% False True 1,342
10 1.3791 1.2715 0.1076 8.4% 0.0204 1.6% 11% False True 785
20 1.4722 1.2715 0.2007 15.6% 0.0213 1.7% 6% False True 1,921
40 1.4786 1.2715 0.2071 16.1% 0.0181 1.4% 6% False True 1,098
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4133
2.618 1.3692
1.618 1.3422
1.000 1.3255
0.618 1.3152
HIGH 1.2985
0.618 1.2882
0.500 1.2850
0.382 1.2818
LOW 1.2715
0.618 1.2548
1.000 1.2445
1.618 1.2278
2.618 1.2008
4.250 1.1568
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 1.2850 1.3088
PP 1.2844 1.3002
S1 1.2838 1.2917

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

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