CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 1.2572 1.2490 -0.0082 -0.7% 1.2706
High 1.2572 1.2550 -0.0022 -0.2% 1.2765
Low 1.2572 1.2475 -0.0097 -0.8% 1.2435
Close 1.2572 1.2490 -0.0082 -0.7% 1.2765
Range 0.0000 0.0075 0.0075 0.0330
ATR 0.0130 0.0127 -0.0002 -1.8% 0.0000
Volume 576 1,031 455 79.0% 2,529
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2730 1.2685 1.2531
R3 1.2655 1.2610 1.2511
R2 1.2580 1.2580 1.2504
R1 1.2535 1.2535 1.2497 1.2528
PP 1.2505 1.2505 1.2505 1.2501
S1 1.2460 1.2460 1.2483 1.2453
S2 1.2430 1.2430 1.2476
S3 1.2355 1.2385 1.2469
S4 1.2280 1.2310 1.2449
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 1.2475 0.0290 2.3% 0.0015 0.1% 5% False True 859
10 1.2765 1.2435 0.0330 2.6% 0.0039 0.3% 17% False False 566
20 1.2942 1.2435 0.0507 4.1% 0.0030 0.2% 11% False False 582
40 1.4596 1.2435 0.2161 17.3% 0.0032 0.3% 3% False False 1,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2869
2.618 1.2746
1.618 1.2671
1.000 1.2625
0.618 1.2596
HIGH 1.2550
0.618 1.2521
0.500 1.2513
0.382 1.2504
LOW 1.2475
0.618 1.2429
1.000 1.2400
1.618 1.2354
2.618 1.2279
4.250 1.2156
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 1.2513 1.2524
PP 1.2505 1.2512
S1 1.2498 1.2501

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

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