CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 1.2490 1.2492 0.0002 0.0% 1.2649
High 1.2550 1.2492 -0.0058 -0.5% 1.2649
Low 1.2475 1.2492 0.0017 0.1% 1.2475
Close 1.2490 1.2492 0.0002 0.0% 1.2492
Range 0.0075 0.0000 -0.0075 -100.0% 0.0174
ATR 0.0127 0.0118 -0.0009 -7.0% 0.0000
Volume 1,031 518 -513 -49.8% 3,275
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2492 1.2492 1.2492
R3 1.2492 1.2492 1.2492
R2 1.2492 1.2492 1.2492
R1 1.2492 1.2492 1.2492 1.2492
PP 1.2492 1.2492 1.2492 1.2492
S1 1.2492 1.2492 1.2492 1.2492
S2 1.2492 1.2492 1.2492
S3 1.2492 1.2492 1.2492
S4 1.2492 1.2492 1.2492
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3061 1.2950 1.2588
R3 1.2887 1.2776 1.2540
R2 1.2713 1.2713 1.2524
R1 1.2602 1.2602 1.2508 1.2571
PP 1.2539 1.2539 1.2539 1.2523
S1 1.2428 1.2428 1.2476 1.2397
S2 1.2365 1.2365 1.2460
S3 1.2191 1.2254 1.2444
S4 1.2017 1.2080 1.2396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2649 1.2475 0.0174 1.4% 0.0015 0.1% 10% False False 655
10 1.2765 1.2435 0.0330 2.6% 0.0039 0.3% 17% False False 580
20 1.2942 1.2435 0.0507 4.1% 0.0030 0.2% 11% False False 586
40 1.4480 1.2435 0.2045 16.4% 0.0032 0.3% 3% False False 976
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2492
2.618 1.2492
1.618 1.2492
1.000 1.2492
0.618 1.2492
HIGH 1.2492
0.618 1.2492
0.500 1.2492
0.382 1.2492
LOW 1.2492
0.618 1.2492
1.000 1.2492
1.618 1.2492
2.618 1.2492
4.250 1.2492
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 1.2492 1.2524
PP 1.2492 1.2513
S1 1.2492 1.2503

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

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