CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 1.4498 1.4567 0.0069 0.5% 1.4519
High 1.4498 1.4567 0.0069 0.5% 1.4700
Low 1.4498 1.4567 0.0069 0.5% 1.4518
Close 1.4498 1.4559 0.0061 0.4% 1.4621
Range
ATR 0.0082 0.0081 -0.0001 -1.2% 0.0000
Volume 2 0 -2 -100.0% 394
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4564 1.4562 1.4559
R3 1.4564 1.4562 1.4559
R2 1.4564 1.4564 1.4559
R1 1.4562 1.4562 1.4559 1.4563
PP 1.4564 1.4564 1.4564 1.4565
S1 1.4562 1.4562 1.4559 1.4563
S2 1.4564 1.4564 1.4559
S3 1.4564 1.4562 1.4559
S4 1.4564 1.4562 1.4559
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% 30% False False 39
10 1.4700 1.4485 0.0215 1.5% 0.0023 0.2% 34% 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 1.4567
2.618 1.4567
1.618 1.4567
1.000 1.4567
0.618 1.4567
HIGH 1.4567
0.618 1.4567
0.500 1.4567
0.382 1.4567
LOW 1.4567
0.618 1.4567
1.000 1.4567
1.618 1.4567
2.618 1.4567
4.250 1.4567
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 1.4567 1.4550
PP 1.4564 1.4541
S1 1.4562 1.4533

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

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