CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 1.2688 1.2642 -0.0046 -0.4% 1.2785
High 1.2688 1.2660 -0.0028 -0.2% 1.3065
Low 1.2688 1.2600 -0.0088 -0.7% 1.2693
Close 1.2688 1.2641 -0.0047 -0.4% 1.2697
Range 0.0000 0.0060 0.0060 0.0372
ATR 0.0131 0.0128 -0.0003 -2.4% 0.0000
Volume 1,523 2,018 495 32.5% 10,295
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.2814 1.2787 1.2674
R3 1.2754 1.2727 1.2658
R2 1.2694 1.2694 1.2652
R1 1.2667 1.2667 1.2647 1.2651
PP 1.2634 1.2634 1.2634 1.2625
S1 1.2607 1.2607 1.2636 1.2591
S2 1.2574 1.2574 1.2630
S3 1.2514 1.2547 1.2625
S4 1.2454 1.2487 1.2608
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 1.2955 1.2600 0.0355 2.8% 0.0037 0.3% 12% False True 2,357
10 1.3065 1.2475 0.0590 4.7% 0.0050 0.4% 28% False False 2,005
20 1.3065 1.2435 0.0630 5.0% 0.0047 0.4% 33% False False 1,271
40 1.3740 1.2435 0.1305 10.3% 0.0028 0.2% 16% False False 968
60 1.4721 1.2435 0.2286 18.1% 0.0032 0.3% 9% False False 1,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2915
2.618 1.2817
1.618 1.2757
1.000 1.2720
0.618 1.2697
HIGH 1.2660
0.618 1.2637
0.500 1.2630
0.382 1.2623
LOW 1.2600
0.618 1.2563
1.000 1.2540
1.618 1.2503
2.618 1.2443
4.250 1.2345
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 1.2637 1.2644
PP 1.2634 1.2643
S1 1.2630 1.2642

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

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