CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 1.4037 1.4311 0.0274 2.0% 1.3925
High 1.4125 1.4311 0.0186 1.3% 1.4045
Low 1.3970 1.4311 0.0341 2.4% 1.3811
Close 1.4037 1.4311 0.0274 2.0% 1.4076
Range 0.0155 0.0000 -0.0155 -100.0% 0.0234
ATR
Volume 99 393 294 297.0% 116
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4311 1.4311 1.4311
R3 1.4311 1.4311 1.4311
R2 1.4311 1.4311 1.4311
R1 1.4311 1.4311 1.4311 1.4311
PP 1.4311 1.4311 1.4311 1.4311
S1 1.4311 1.4311 1.4311 1.4311
S2 1.4311 1.4311 1.4311
S3 1.4311 1.4311 1.4311
S4 1.4311 1.4311 1.4311
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4679 1.4612 1.4205
R3 1.4445 1.4378 1.4140
R2 1.4211 1.4211 1.4119
R1 1.4144 1.4144 1.4097 1.4178
PP 1.3977 1.3977 1.3977 1.3994
S1 1.3910 1.3910 1.4055 1.3944
S2 1.3743 1.3743 1.4033
S3 1.3509 1.3676 1.4012
S4 1.3275 1.3442 1.3947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4311 1.3811 0.0500 3.5% 0.0031 0.2% 100% True False 120
10 1.4311 1.3811 0.0500 3.5% 0.0016 0.1% 100% True False 68
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4311
2.618 1.4311
1.618 1.4311
1.000 1.4311
0.618 1.4311
HIGH 1.4311
0.618 1.4311
0.500 1.4311
0.382 1.4311
LOW 1.4311
0.618 1.4311
1.000 1.4311
1.618 1.4311
2.618 1.4311
4.250 1.4311
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 1.4311 1.4254
PP 1.4311 1.4197
S1 1.4311 1.4141

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

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