CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 1.4126 1.4073 -0.0053 -0.4% 1.4721
High 1.4140 1.4073 -0.0067 -0.5% 1.4721
Low 1.4100 1.4073 -0.0027 -0.2% 1.4585
Close 1.4126 1.4073 -0.0053 -0.4% 1.4596
Range 0.0040 0.0000 -0.0040 -100.0% 0.0136
ATR 0.0135 0.0129 -0.0006 -4.3% 0.0000
Volume 1,214 1,322 108 8.9% 15,750
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4073 1.4073 1.4073
R3 1.4073 1.4073 1.4073
R2 1.4073 1.4073 1.4073
R1 1.4073 1.4073 1.4073 1.4073
PP 1.4073 1.4073 1.4073 1.4073
S1 1.4073 1.4073 1.4073 1.4073
S2 1.4073 1.4073 1.4073
S3 1.4073 1.4073 1.4073
S4 1.4073 1.4073 1.4073
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5042 1.4955 1.4671
R3 1.4906 1.4819 1.4633
R2 1.4770 1.4770 1.4621
R1 1.4683 1.4683 1.4608 1.4659
PP 1.4634 1.4634 1.4634 1.4622
S1 1.4547 1.4547 1.4584 1.4523
S2 1.4498 1.4498 1.4571
S3 1.4362 1.4411 1.4559
S4 1.4226 1.4275 1.4521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4596 1.4073 0.0523 3.7% 0.0031 0.2% 0% False True 4,777
10 1.4721 1.4073 0.0648 4.6% 0.0026 0.2% 0% False True 2,869
20 1.4721 1.3811 0.0910 6.5% 0.0021 0.1% 29% False False 1,468
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4073
2.618 1.4073
1.618 1.4073
1.000 1.4073
0.618 1.4073
HIGH 1.4073
0.618 1.4073
0.500 1.4073
0.382 1.4073
LOW 1.4073
0.618 1.4073
1.000 1.4073
1.618 1.4073
2.618 1.4073
4.250 1.4073
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 1.4073 1.4277
PP 1.4073 1.4209
S1 1.4073 1.4141

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

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