CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 1.2599 1.2523 -0.0076 -0.6% 1.3273
High 1.2599 1.2523 -0.0076 -0.6% 1.3273
Low 1.2599 1.2523 -0.0076 -0.6% 1.2599
Close 1.2599 1.2523 -0.0076 -0.6% 1.2599
Range
ATR 0.0141 0.0137 -0.0005 -3.3% 0.0000
Volume 425 482 57 13.4% 3,544
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.2523 1.2523 1.2523
R3 1.2523 1.2523 1.2523
R2 1.2523 1.2523 1.2523
R1 1.2523 1.2523 1.2523 1.2523
PP 1.2523 1.2523 1.2523 1.2523
S1 1.2523 1.2523 1.2523 1.2523
S2 1.2523 1.2523 1.2523
S3 1.2523 1.2523 1.2523
S4 1.2523 1.2523 1.2523
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4846 1.4396 1.2970
R3 1.4172 1.3722 1.2784
R2 1.3498 1.3498 1.2723
R1 1.3048 1.3048 1.2661 1.2936
PP 1.2824 1.2824 1.2824 1.2768
S1 1.2374 1.2374 1.2537 1.2262
S2 1.2150 1.2150 1.2475
S3 1.1476 1.1700 1.2414
S4 1.0802 1.1026 1.2228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3080 1.2523 0.0557 4.4% 0.0000 0.0% 0% False True 639
10 1.3647 1.2523 0.1124 9.0% 0.0000 0.0% 0% False True 840
20 1.4140 1.2523 0.1617 12.9% 0.0028 0.2% 0% False True 916
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 1.2523
2.618 1.2523
1.618 1.2523
1.000 1.2523
0.618 1.2523
HIGH 1.2523
0.618 1.2523
0.500 1.2523
0.382 1.2523
LOW 1.2523
0.618 1.2523
1.000 1.2523
1.618 1.2523
2.618 1.2523
4.250 1.2523
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 1.2523 1.2672
PP 1.2523 1.2622
S1 1.2523 1.2573

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

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