CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 1.4250 1.4325 0.0075 0.5% 1.4544
High 1.4300 1.4371 0.0071 0.5% 1.4609
Low 1.4250 1.4170 -0.0080 -0.6% 1.4497
Close 1.4347 1.4183 -0.0164 -1.1% 1.4497
Range 0.0050 0.0201 0.0151 302.0% 0.0112
ATR 0.0079 0.0087 0.0009 11.1% 0.0000
Volume 5 3 -2 -40.0% 35
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4844 1.4715 1.4294
R3 1.4643 1.4514 1.4238
R2 1.4442 1.4442 1.4220
R1 1.4313 1.4313 1.4201 1.4277
PP 1.4241 1.4241 1.4241 1.4224
S1 1.4112 1.4112 1.4165 1.4076
S2 1.4040 1.4040 1.4146
S3 1.3839 1.3911 1.4128
S4 1.3638 1.3710 1.4072
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4870 1.4796 1.4559
R3 1.4758 1.4684 1.4528
R2 1.4646 1.4646 1.4518
R1 1.4572 1.4572 1.4507 1.4553
PP 1.4534 1.4534 1.4534 1.4525
S1 1.4460 1.4460 1.4487 1.4441
S2 1.4422 1.4422 1.4476
S3 1.4310 1.4348 1.4466
S4 1.4198 1.4236 1.4435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4609 1.4170 0.0439 3.1% 0.0056 0.4% 3% False True 2
10 1.4700 1.4170 0.0530 3.7% 0.0033 0.2% 2% False True 21
20 1.5150 1.4170 0.0980 6.9% 0.0038 0.3% 1% False True 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.5225
2.618 1.4897
1.618 1.4696
1.000 1.4572
0.618 1.4495
HIGH 1.4371
0.618 1.4294
0.500 1.4271
0.382 1.4247
LOW 1.4170
0.618 1.4046
1.000 1.3969
1.618 1.3845
2.618 1.3644
4.250 1.3316
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 1.4271 1.4324
PP 1.4241 1.4277
S1 1.4212 1.4230

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

View Archives - Comment on this page... - Back to Index of Symbols