CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 1.2662 1.2688 0.0026 0.2% 1.2785
High 1.2662 1.2688 0.0026 0.2% 1.3065
Low 1.2662 1.2688 0.0026 0.2% 1.2693
Close 1.2662 1.2688 0.0026 0.2% 1.2697
Range
ATR 0.0139 0.0131 -0.0008 -5.8% 0.0000
Volume 4,091 1,523 -2,568 -62.8% 10,295
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.2688 1.2688 1.2688
R3 1.2688 1.2688 1.2688
R2 1.2688 1.2688 1.2688
R1 1.2688 1.2688 1.2688 1.2688
PP 1.2688 1.2688 1.2688 1.2688
S1 1.2688 1.2688 1.2688 1.2688
S2 1.2688 1.2688 1.2688
S3 1.2688 1.2688 1.2688
S4 1.2688 1.2688 1.2688
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3934 1.3688 1.2902
R3 1.3562 1.3316 1.2799
R2 1.3190 1.3190 1.2765
R1 1.2944 1.2944 1.2731 1.2881
PP 1.2818 1.2818 1.2818 1.2787
S1 1.2572 1.2572 1.2663 1.2509
S2 1.2446 1.2446 1.2629
S3 1.2074 1.2200 1.2595
S4 1.1702 1.1828 1.2492
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3065 1.2662 0.0403 3.2% 0.0053 0.4% 6% False False 2,496
10 1.3065 1.2475 0.0590 4.7% 0.0044 0.3% 36% False False 1,868
20 1.3065 1.2435 0.0630 5.0% 0.0044 0.3% 40% False False 1,203
40 1.3740 1.2435 0.1305 10.3% 0.0029 0.2% 19% False False 926
60 1.4721 1.2435 0.2286 18.0% 0.0031 0.2% 11% False False 1,204
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Fibonacci Retracements and Extensions
4.250 1.2688
2.618 1.2688
1.618 1.2688
1.000 1.2688
0.618 1.2688
HIGH 1.2688
0.618 1.2688
0.500 1.2688
0.382 1.2688
LOW 1.2688
0.618 1.2688
1.000 1.2688
1.618 1.2688
2.618 1.2688
4.250 1.2688
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 1.2688 1.2685
PP 1.2688 1.2681
S1 1.2688 1.2678

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

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