CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 1.2730 1.2479 -0.0251 -2.0% 1.2782
High 1.2734 1.2565 -0.0169 -1.3% 1.3049
Low 1.2450 1.2425 -0.0025 -0.2% 1.2500
Close 1.2497 1.2462 -0.0035 -0.3% 1.2699
Range 0.0284 0.0140 -0.0144 -50.7% 0.0549
ATR 0.0271 0.0261 -0.0009 -3.4% 0.0000
Volume 346 247 -99 -28.6% 2,819
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2904 1.2823 1.2539
R3 1.2764 1.2683 1.2501
R2 1.2624 1.2624 1.2488
R1 1.2543 1.2543 1.2475 1.2514
PP 1.2484 1.2484 1.2484 1.2469
S1 1.2403 1.2403 1.2449 1.2374
S2 1.2344 1.2344 1.2436
S3 1.2204 1.2263 1.2424
S4 1.2064 1.2123 1.2385
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.4396 1.4097 1.3001
R3 1.3847 1.3548 1.2850
R2 1.3298 1.3298 1.2800
R1 1.2999 1.2999 1.2749 1.2874
PP 1.2749 1.2749 1.2749 1.2687
S1 1.2450 1.2450 1.2649 1.2325
S2 1.2200 1.2200 1.2598
S3 1.1651 1.1901 1.2548
S4 1.1102 1.1352 1.2397
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2866 1.2425 0.0441 3.5% 0.0204 1.6% 8% False True 288
10 1.3235 1.2425 0.0810 6.5% 0.0270 2.2% 5% False True 459
20 1.3497 1.2351 0.1146 9.2% 0.0251 2.0% 10% False False 705
40 1.4786 1.2351 0.2435 19.5% 0.0239 1.9% 5% False False 1,266
60 1.4786 1.2351 0.2435 19.5% 0.0188 1.5% 5% False False 859
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 0.0053
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.3160
2.618 1.2932
1.618 1.2792
1.000 1.2705
0.618 1.2652
HIGH 1.2565
0.618 1.2512
0.500 1.2495
0.382 1.2478
LOW 1.2425
0.618 1.2338
1.000 1.2285
1.618 1.2198
2.618 1.2058
4.250 1.1830
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 1.2495 1.2641
PP 1.2484 1.2581
S1 1.2473 1.2522

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

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