CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 1.2785 1.2995 0.0210 1.6% 1.2649
High 1.2880 1.3065 0.0185 1.4% 1.2649
Low 1.2780 1.2925 0.0145 1.1% 1.2475
Close 1.2867 1.3015 0.0148 1.2% 1.2492
Range 0.0100 0.0140 0.0040 40.0% 0.0174
ATR 0.0138 0.0142 0.0004 3.1% 0.0000
Volume 3,426 2,715 -711 -20.8% 3,275
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3422 1.3358 1.3092
R3 1.3282 1.3218 1.3054
R2 1.3142 1.3142 1.3041
R1 1.3078 1.3078 1.3028 1.3110
PP 1.3002 1.3002 1.3002 1.3018
S1 1.2938 1.2938 1.3002 1.2970
S2 1.2862 1.2862 1.2989
S3 1.2722 1.2798 1.2977
S4 1.2582 1.2658 1.2938
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 1.3065 1.2475 0.0590 4.5% 0.0063 0.5% 92% True False 1,653
10 1.3065 1.2435 0.0630 4.8% 0.0063 0.5% 92% True False 1,148
20 1.3065 1.2435 0.0630 4.8% 0.0042 0.3% 92% True False 822
40 1.4073 1.2435 0.1638 12.6% 0.0034 0.3% 35% False False 862
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 0.0013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3660
2.618 1.3432
1.618 1.3292
1.000 1.3205
0.618 1.3152
HIGH 1.3065
0.618 1.3012
0.500 1.2995
0.382 1.2978
LOW 1.2925
0.618 1.2838
1.000 1.2785
1.618 1.2698
2.618 1.2558
4.250 1.2330
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 1.3008 1.2936
PP 1.3002 1.2857
S1 1.2995 1.2779

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

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