CME Euro FX Future March 2009

Trading Metrics calculated at close of trading on 18-Sep-2008

Day Change Summary
	Previous	Current
	17-Sep-2008	18-Sep-2008	Change	Change %	Previous Week
Open	1.4311	1.4327	0.0016	0.1%	1.3925
High	1.4311	1.4327	0.0016	0.1%	1.4045
Low	1.4311	1.4327	0.0016	0.1%	1.3811
Close	1.4311	1.4327	0.0016	0.1%	1.4076
Range
ATR
Volume	393	491	98	24.9%	116

Daily Pivots for day following 18-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4327	1.4327	1.4327
R3	1.4327	1.4327	1.4327
R2	1.4327	1.4327	1.4327
R1	1.4327	1.4327	1.4327	1.4327
PP	1.4327	1.4327	1.4327	1.4327
S1	1.4327	1.4327	1.4327	1.4327
S2	1.4327	1.4327	1.4327
S3	1.4327	1.4327	1.4327
S4	1.4327	1.4327	1.4327

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	1.4327	1.3970	0.0357	2.5%	0.0031	0.2%	100%	True	False	212
10	1.4327	1.3811	0.0516	3.6%	0.0016	0.1%	100%	True	False	117

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	1.4327
2.618	1.4327
1.618	1.4327
1.000	1.4327
0.618	1.4327
HIGH	1.4327
0.618	1.4327
0.500	1.4327
0.382	1.4327
LOW	1.4327
0.618	1.4327
1.000	1.4327
1.618	1.4327
2.618	1.4327
4.250	1.4327

Fisher Pivots for day following 18-Sep-2008
Pivot	1 day	3 day
R1	1.4327	1.4268
PP	1.4327	1.4208
S1	1.4327	1.4149

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols