CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 1.2985 1.2740 -0.0245 -1.9% 1.3608
High 1.2985 1.2905 -0.0080 -0.6% 1.3772
Low 1.2715 1.2722 0.0007 0.1% 1.3355
Close 1.2832 1.2821 -0.0011 -0.1% 1.3390
Range 0.0270 0.0183 -0.0087 -32.2% 0.0417
ATR 0.0225 0.0222 -0.0003 -1.3% 0.0000
Volume 164 346 182 111.0% 4,535
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3365 1.3276 1.2922
R3 1.3182 1.3093 1.2871
R2 1.2999 1.2999 1.2855
R1 1.2910 1.2910 1.2838 1.2955
PP 1.2816 1.2816 1.2816 1.2838
S1 1.2727 1.2727 1.2804 1.2772
S2 1.2633 1.2633 1.2787
S3 1.2450 1.2544 1.2771
S4 1.2267 1.2361 1.2720
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 1.3460 1.2715 0.0745 5.8% 0.0207 1.6% 14% False False 777
10 1.3772 1.2715 0.1057 8.2% 0.0204 1.6% 10% False False 775
20 1.4630 1.2715 0.1915 14.9% 0.0213 1.7% 6% False False 1,935
40 1.4786 1.2715 0.2071 16.2% 0.0185 1.4% 5% False False 1,106
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3683
2.618 1.3384
1.618 1.3201
1.000 1.3088
0.618 1.3018
HIGH 1.2905
0.618 1.2835
0.500 1.2814
0.382 1.2792
LOW 1.2722
0.618 1.2609
1.000 1.2539
1.618 1.2426
2.618 1.2243
4.250 1.1944
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 1.2819 1.3002
PP 1.2816 1.2942
S1 1.2814 1.2881

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

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