CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 1.4544 1.4498 -0.0046 -0.3% 1.4519
High 1.4544 1.4498 -0.0046 -0.3% 1.4700
Low 1.4544 1.4498 -0.0046 -0.3% 1.4518
Close 1.4604 1.4498 -0.0106 -0.7% 1.4621
Range
ATR 0.0080 0.0082 0.0002 2.3% 0.0000
Volume 30 2 -28 -93.3% 394
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4498 1.4498 1.4498
R3 1.4498 1.4498 1.4498
R2 1.4498 1.4498 1.4498
R1 1.4498 1.4498 1.4498 1.4498
PP 1.4498 1.4498 1.4498 1.4498
S1 1.4498 1.4498 1.4498 1.4498
S2 1.4498 1.4498 1.4498
S3 1.4498 1.4498 1.4498
S4 1.4498 1.4498 1.4498
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5159 1.5072 1.4721
R3 1.4977 1.4890 1.4671
R2 1.4795 1.4795 1.4654
R1 1.4708 1.4708 1.4638 1.4752
PP 1.4613 1.4613 1.4613 1.4635
S1 1.4526 1.4526 1.4604 1.4570
S2 1.4431 1.4431 1.4588
S3 1.4249 1.4344 1.4571
S4 1.4067 1.4162 1.4521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4700 1.4498 0.0202 1.4% 0.0010 0.1% 0% False True 41
10 1.4768 1.4485 0.0283 2.0% 0.0023 0.2% 5% False False 42
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.4498
2.618 1.4498
1.618 1.4498
1.000 1.4498
0.618 1.4498
HIGH 1.4498
0.618 1.4498
0.500 1.4498
0.382 1.4498
LOW 1.4498
0.618 1.4498
1.000 1.4498
1.618 1.4498
2.618 1.4498
4.250 1.4498
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 1.4498 1.4584
PP 1.4498 1.4555
S1 1.4498 1.4527

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

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