CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 1.4325 1.4194 -0.0131 -0.9% 1.4477
High 1.4371 1.4194 -0.0177 -1.2% 1.4477
Low 1.4170 1.4076 -0.0094 -0.7% 1.4076
Close 1.4183 1.4102 -0.0081 -0.6% 1.4102
Range 0.0201 0.0118 -0.0083 -41.3% 0.0401
ATR 0.0087 0.0090 0.0002 2.5% 0.0000
Volume 3 27 24 800.0% 35
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4478 1.4408 1.4167
R3 1.4360 1.4290 1.4134
R2 1.4242 1.4242 1.4124
R1 1.4172 1.4172 1.4113 1.4148
PP 1.4124 1.4124 1.4124 1.4112
S1 1.4054 1.4054 1.4091 1.4030
S2 1.4006 1.4006 1.4080
S3 1.3888 1.3936 1.4070
S4 1.3770 1.3818 1.4037
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5421 1.5163 1.4323
R3 1.5020 1.4762 1.4212
R2 1.4619 1.4619 1.4176
R1 1.4361 1.4361 1.4139 1.4290
PP 1.4218 1.4218 1.4218 1.4183
S1 1.3960 1.3960 1.4065 1.3889
S2 1.3817 1.3817 1.4028
S3 1.3416 1.3559 1.3992
S4 1.3015 1.3158 1.3881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4497 1.4076 0.0421 3.0% 0.0080 0.6% 6% False True 7
10 1.4670 1.4076 0.0594 4.2% 0.0041 0.3% 4% False True 23
20 1.5121 1.4076 0.1045 7.4% 0.0044 0.3% 2% False True 34
Crabel Price Patterns
NR True
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4696
2.618 1.4503
1.618 1.4385
1.000 1.4312
0.618 1.4267
HIGH 1.4194
0.618 1.4149
0.500 1.4135
0.382 1.4121
LOW 1.4076
0.618 1.4003
1.000 1.3958
1.618 1.3885
2.618 1.3767
4.250 1.3575
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 1.4135 1.4224
PP 1.4124 1.4183
S1 1.4113 1.4143

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

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