CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 1.2765 1.2649 -0.0116 -0.9% 1.2706
High 1.2765 1.2649 -0.0116 -0.9% 1.2765
Low 1.2765 1.2649 -0.0116 -0.9% 1.2435
Close 1.2765 1.2649 -0.0116 -0.9% 1.2765
Range
ATR 0.0142 0.0140 -0.0002 -1.3% 0.0000
Volume 1,540 502 -1,038 -67.4% 2,529
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2649 1.2649 1.2649
R3 1.2649 1.2649 1.2649
R2 1.2649 1.2649 1.2649
R1 1.2649 1.2649 1.2649 1.2649
PP 1.2649 1.2649 1.2649 1.2649
S1 1.2649 1.2649 1.2649 1.2649
S2 1.2649 1.2649 1.2649
S3 1.2649 1.2649 1.2649
S4 1.2649 1.2649 1.2649
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3645 1.3535 1.2947
R3 1.3315 1.3205 1.2856
R2 1.2985 1.2985 1.2826
R1 1.2875 1.2875 1.2795 1.2930
PP 1.2655 1.2655 1.2655 1.2683
S1 1.2545 1.2545 1.2735 1.2600
S2 1.2325 1.2325 1.2705
S3 1.1995 1.2215 1.2674
S4 1.1665 1.1885 1.2584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2765 1.2435 0.0330 2.6% 0.0062 0.5% 65% False False 584
10 1.2939 1.2435 0.0504 4.0% 0.0043 0.3% 42% False False 539
20 1.3080 1.2435 0.0645 5.1% 0.0026 0.2% 33% False False 583
40 1.4685 1.2435 0.2250 17.8% 0.0032 0.3% 10% False False 1,274
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 0.0007
Fibonacci Retracements and Extensions
4.250 1.2649
2.618 1.2649
1.618 1.2649
1.000 1.2649
0.618 1.2649
HIGH 1.2649
0.618 1.2649
0.500 1.2649
0.382 1.2649
LOW 1.2649
0.618 1.2649
1.000 1.2649
1.618 1.2649
2.618 1.2649
4.250 1.2649
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 1.2649 1.2637
PP 1.2649 1.2625
S1 1.2649 1.2613

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

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