CME Euro FX Future March 2009

Trading Metrics calculated at close of trading on 07-Oct-2008

Day Change Summary
	Previous	Current
	06-Oct-2008	07-Oct-2008	Change	Change %	Previous Week
Open	1.3442	1.3635	0.0193	1.4%	1.4466
High	1.3560	1.3700	0.0140	1.0%	1.4480
Low	1.3450	1.3575	0.0125	0.9%	1.3680
Close	1.3442	1.3635	0.0193	1.4%	1.3808
Range	0.0110	0.0125	0.0015	13.6%	0.0800
ATR	0.0157	0.0164	0.0007	4.6%	0.0000
Volume	1,350	322	-1,028	-76.1%	16,541

Daily Pivots for day following 07-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4012	1.3948	1.3704
R3	1.3887	1.3823	1.3669
R2	1.3762	1.3762	1.3658
R1	1.3698	1.3698	1.3646	1.3698
PP	1.3637	1.3637	1.3637	1.3636
S1	1.3573	1.3573	1.3624	1.3573
S2	1.3512	1.3512	1.3612
S3	1.3387	1.3448	1.3601
S4	1.3262	1.3323	1.3566

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6389	1.5899	1.4248
R3	1.5589	1.5099	1.4028
R2	1.4789	1.4789	1.3955
R1	1.4299	1.4299	1.3881	1.4144
PP	1.3989	1.3989	1.3989	1.3912
S1	1.3499	1.3499	1.3735	1.3344
S2	1.3189	1.3189	1.3661
S3	1.2389	1.2699	1.3588
S4	1.1589	1.1899	1.3368

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4073	1.3450	0.0623	4.6%	0.0085	0.6%	30%	False	False	1,508
10	1.4685	1.3450	0.1235	9.1%	0.0068	0.5%	15%	False	False	3,031
20	1.4721	1.3450	0.1271	9.3%	0.0042	0.3%	15%	False	False	1,776

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4231
2.618	1.4027
1.618	1.3902
1.000	1.3825
0.618	1.3777
HIGH	1.3700
0.618	1.3652
0.500	1.3638
0.382	1.3623
LOW	1.3575
0.618	1.3498
1.000	1.3450
1.618	1.3373
2.618	1.3248
4.250	1.3044

Fisher Pivots for day following 07-Oct-2008
Pivot	1 day	3 day
R1	1.3638	1.3660
PP	1.3637	1.3652
S1	1.3636	1.3643

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