CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 1.2939 1.2706 -0.0233 -1.8% 1.2523
High 1.2939 1.2805 -0.0134 -1.0% 1.2942
Low 1.2939 1.2685 -0.0254 -2.0% 1.2523
Close 1.2939 1.2689 -0.0250 -1.9% 1.2724
Range 0.0000 0.0120 0.0120 0.0419
ATR 0.0151 0.0158 0.0007 4.9% 0.0000
Volume 965 360 -605 -62.7% 3,112
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3086 1.3008 1.2755
R3 1.2966 1.2888 1.2722
R2 1.2846 1.2846 1.2711
R1 1.2768 1.2768 1.2700 1.2747
PP 1.2726 1.2726 1.2726 1.2716
S1 1.2648 1.2648 1.2678 1.2627
S2 1.2606 1.2606 1.2667
S3 1.2486 1.2528 1.2656
S4 1.2366 1.2408 1.2623
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3987 1.3774 1.2954
R3 1.3568 1.3355 1.2839
R2 1.3149 1.3149 1.2801
R1 1.2936 1.2936 1.2762 1.3043
PP 1.2730 1.2730 1.2730 1.2783
S1 1.2517 1.2517 1.2686 1.2624
S2 1.2311 1.2311 1.2647
S3 1.1892 1.2098 1.2609
S4 1.1473 1.1679 1.2494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2939 1.2587 0.0352 2.8% 0.0041 0.3% 29% False False 596
10 1.2942 1.2523 0.0419 3.3% 0.0021 0.2% 40% False False 597
20 1.3647 1.2523 0.1124 8.9% 0.0010 0.1% 15% False False 686
40 1.4721 1.2523 0.2198 17.3% 0.0028 0.2% 8% False False 1,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.3315
2.618 1.3119
1.618 1.2999
1.000 1.2925
0.618 1.2879
HIGH 1.2805
0.618 1.2759
0.500 1.2745
0.382 1.2731
LOW 1.2685
0.618 1.2611
1.000 1.2565
1.618 1.2491
2.618 1.2371
4.250 1.2175
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 1.2745 1.2812
PP 1.2726 1.2771
S1 1.2708 1.2730

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

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