CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 1.2562 1.2779 0.0217 1.7% 1.2530
High 1.2964 1.3049 0.0085 0.7% 1.3235
Low 1.2500 1.2752 0.0252 2.0% 1.2351
Close 1.2900 1.2939 0.0039 0.3% 1.2724
Range 0.0464 0.0297 -0.0167 -36.0% 0.0884
ATR 0.0281 0.0282 0.0001 0.4% 0.0000
Volume 658 965 307 46.7% 3,112
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3804 1.3669 1.3102
R3 1.3507 1.3372 1.3021
R2 1.3210 1.3210 1.2993
R1 1.3075 1.3075 1.2966 1.3143
PP 1.2913 1.2913 1.2913 1.2947
S1 1.2778 1.2778 1.2912 1.2846
S2 1.2616 1.2616 1.2885
S3 1.2319 1.2481 1.2857
S4 1.2022 1.2184 1.2776
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.5422 1.4957 1.3210
R3 1.4538 1.4073 1.2967
R2 1.3654 1.3654 1.2886
R1 1.3189 1.3189 1.2805 1.3422
PP 1.2770 1.2770 1.2770 1.2886
S1 1.2305 1.2305 1.2643 1.2538
S2 1.1886 1.1886 1.2562
S3 1.1002 1.1421 1.2481
S4 1.0118 1.0537 1.2238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3235 1.2500 0.0735 5.7% 0.0336 2.6% 60% False False 630
10 1.3235 1.2351 0.0884 6.8% 0.0302 2.3% 67% False False 596
20 1.3791 1.2351 0.1440 11.1% 0.0253 2.0% 41% False False 690
40 1.4786 1.2351 0.2435 18.8% 0.0239 1.8% 24% False False 1,245
60 1.4786 1.2351 0.2435 18.8% 0.0174 1.3% 24% False False 838
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 0.0053
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4311
2.618 1.3827
1.618 1.3530
1.000 1.3346
0.618 1.3233
HIGH 1.3049
0.618 1.2936
0.500 1.2901
0.382 1.2865
LOW 1.2752
0.618 1.2568
1.000 1.2455
1.618 1.2271
2.618 1.1974
4.250 1.1490
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 1.2926 1.2884
PP 1.2913 1.2829
S1 1.2901 1.2775

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

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