CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 1.2832 1.2821 -0.0011 -0.1% 1.3523
High 1.2832 1.2821 -0.0011 -0.1% 1.3647
Low 1.2832 1.2821 -0.0011 -0.1% 1.3390
Close 1.2832 1.2821 -0.0011 -0.1% 1.3390
Range
ATR 0.0145 0.0135 -0.0010 -6.6% 0.0000
Volume 164 346 182 111.0% 4,535
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.2821 1.2821 1.2821
R3 1.2821 1.2821 1.2821
R2 1.2821 1.2821 1.2821
R1 1.2821 1.2821 1.2821 1.2821
PP 1.2821 1.2821 1.2821 1.2821
S1 1.2821 1.2821 1.2821 1.2821
S2 1.2821 1.2821 1.2821
S3 1.2821 1.2821 1.2821
S4 1.2821 1.2821 1.2821
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4247 1.4075 1.3531
R3 1.3990 1.3818 1.3461
R2 1.3733 1.3733 1.3437
R1 1.3561 1.3561 1.3414 1.3519
PP 1.3476 1.3476 1.3476 1.3454
S1 1.3304 1.3304 1.3366 1.3262
S2 1.3219 1.3219 1.3343
S3 1.2962 1.3047 1.3319
S4 1.2705 1.2790 1.3249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3390 1.2821 0.0569 4.4% 0.0000 0.0% 0% False True 777
10 1.3647 1.2821 0.0826 6.4% 0.0000 0.0% 0% False True 775
20 1.4596 1.2821 0.1775 13.8% 0.0034 0.3% 0% False True 1,935
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2821
2.618 1.2821
1.618 1.2821
1.000 1.2821
0.618 1.2821
HIGH 1.2821
0.618 1.2821
0.500 1.2821
0.382 1.2821
LOW 1.2821
0.618 1.2821
1.000 1.2821
1.618 1.2821
2.618 1.2821
4.250 1.2821
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 1.2821 1.2951
PP 1.2821 1.2907
S1 1.2821 1.2864

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

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