CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 1.4611 1.4519 -0.0092 -0.6% 1.4807
High 1.4611 1.4545 -0.0066 -0.5% 1.4807
Low 1.4485 1.4518 0.0033 0.2% 1.4485
Close 1.4523 1.4543 0.0020 0.1% 1.4523
Range 0.0126 0.0027 -0.0099 -78.6% 0.0322
ATR
Volume 0 15 15 221
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4616 1.4607 1.4558
R3 1.4589 1.4580 1.4550
R2 1.4562 1.4562 1.4548
R1 1.4553 1.4553 1.4545 1.4558
PP 1.4535 1.4535 1.4535 1.4538
S1 1.4526 1.4526 1.4541 1.4531
S2 1.4508 1.4508 1.4538
S3 1.4481 1.4499 1.4536
S4 1.4454 1.4472 1.4528
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5571 1.5369 1.4700
R3 1.5249 1.5047 1.4612
R2 1.4927 1.4927 1.4582
R1 1.4725 1.4725 1.4553 1.4665
PP 1.4605 1.4605 1.4605 1.4575
S1 1.4403 1.4403 1.4493 1.4343
S2 1.4283 1.4283 1.4464
S3 1.3961 1.4081 1.4434
S4 1.3639 1.3759 1.4346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4768 1.4485 0.0283 1.9% 0.0031 0.2% 20% False False 4
10 1.5297 1.4485 0.0812 5.6% 0.0041 0.3% 7% False False 24
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4660
2.618 1.4616
1.618 1.4589
1.000 1.4572
0.618 1.4562
HIGH 1.4545
0.618 1.4535
0.500 1.4532
0.382 1.4528
LOW 1.4518
0.618 1.4501
1.000 1.4491
1.618 1.4474
2.618 1.4447
4.250 1.4403
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 1.4539 1.4571
PP 1.4535 1.4561
S1 1.4532 1.4552

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

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