CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 1.2482 1.2466 -0.0016 -0.1% 1.2587
High 1.2520 1.2685 0.0165 1.3% 1.2939
Low 1.2435 1.2460 0.0025 0.2% 1.2587
Close 1.2462 1.2661 0.0199 1.6% 1.2699
Range 0.0085 0.0225 0.0140 164.7% 0.0352
ATR 0.0139 0.0145 0.0006 4.4% 0.0000
Volume 247 286 39 15.8% 2,819
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3277 1.3194 1.2785
R3 1.3052 1.2969 1.2723
R2 1.2827 1.2827 1.2702
R1 1.2744 1.2744 1.2682 1.2786
PP 1.2602 1.2602 1.2602 1.2623
S1 1.2519 1.2519 1.2640 1.2561
S2 1.2377 1.2377 1.2620
S3 1.2152 1.2294 1.2599
S4 1.1927 1.2069 1.2537
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3798 1.3600 1.2893
R3 1.3446 1.3248 1.2796
R2 1.3094 1.3094 1.2764
R1 1.2896 1.2896 1.2731 1.2995
PP 1.2742 1.2742 1.2742 1.2791
S1 1.2544 1.2544 1.2667 1.2643
S2 1.2390 1.2390 1.2634
S3 1.2038 1.2192 1.2602
S4 1.1686 1.1840 1.2505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2706 1.2435 0.0271 2.1% 0.0062 0.5% 83% False False 273
10 1.2939 1.2435 0.0504 4.0% 0.0052 0.4% 45% False False 434
20 1.3390 1.2435 0.0955 7.5% 0.0026 0.2% 24% False False 561
40 1.4721 1.2435 0.2286 18.1% 0.0032 0.3% 10% False False 1,261
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 0.0010
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1.3641
2.618 1.3274
1.618 1.3049
1.000 1.2910
0.618 1.2824
HIGH 1.2685
0.618 1.2599
0.500 1.2573
0.382 1.2546
LOW 1.2460
0.618 1.2321
1.000 1.2235
1.618 1.2096
2.618 1.1871
4.250 1.1504
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 1.2632 1.2627
PP 1.2602 1.2594
S1 1.2573 1.2560

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

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