CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 1.2492 1.2785 0.0293 2.3% 1.2649
High 1.2492 1.2880 0.0388 3.1% 1.2649
Low 1.2492 1.2780 0.0288 2.3% 1.2475
Close 1.2492 1.2867 0.0375 3.0% 1.2492
Range 0.0000 0.0100 0.0100 0.0174
ATR 0.0118 0.0138 0.0019 16.3% 0.0000
Volume 518 3,426 2,908 561.4% 3,275
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3142 1.3105 1.2922
R3 1.3042 1.3005 1.2895
R2 1.2942 1.2942 1.2885
R1 1.2905 1.2905 1.2876 1.2924
PP 1.2842 1.2842 1.2842 1.2852
S1 1.2805 1.2805 1.2858 1.2824
S2 1.2742 1.2742 1.2849
S3 1.2642 1.2705 1.2840
S4 1.2542 1.2605 1.2812
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 1.2880 1.2475 0.0405 3.1% 0.0035 0.3% 97% True False 1,239
10 1.2880 1.2435 0.0445 3.5% 0.0049 0.4% 97% True False 912
20 1.2942 1.2435 0.0507 3.9% 0.0035 0.3% 85% False False 733
40 1.4140 1.2435 0.1705 13.3% 0.0031 0.2% 25% False False 825
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 0.0006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3305
2.618 1.3142
1.618 1.3042
1.000 1.2980
0.618 1.2942
HIGH 1.2880
0.618 1.2842
0.500 1.2830
0.382 1.2818
LOW 1.2780
0.618 1.2718
1.000 1.2680
1.618 1.2618
2.618 1.2518
4.250 1.2355
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 1.2855 1.2804
PP 1.2842 1.2741
S1 1.2830 1.2678

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

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