CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 1.4302 1.4125 -0.0177 -1.2% 1.4250
High 1.4475 1.4405 -0.0070 -0.5% 1.4475
Low 1.4211 1.4083 -0.0128 -0.9% 1.3987
Close 1.4327 1.4383 0.0056 0.4% 1.4383
Range 0.0264 0.0322 0.0058 22.0% 0.0488
ATR 0.0145 0.0157 0.0013 8.7% 0.0000
Volume 491 461 -30 -6.1% 1,488
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5256 1.5142 1.4560
R3 1.4934 1.4820 1.4472
R2 1.4612 1.4612 1.4442
R1 1.4498 1.4498 1.4413 1.4555
PP 1.4290 1.4290 1.4290 1.4319
S1 1.4176 1.4176 1.4353 1.4233
S2 1.3968 1.3968 1.4324
S3 1.3646 1.3854 1.4294
S4 1.3324 1.3532 1.4206
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5746 1.5552 1.4651
R3 1.5258 1.5064 1.4517
R2 1.4770 1.4770 1.4472
R1 1.4576 1.4576 1.4428 1.4673
PP 1.4282 1.4282 1.4282 1.4330
S1 1.4088 1.4088 1.4338 1.4185
S2 1.3794 1.3794 1.4294
S3 1.3306 1.3600 1.4249
S4 1.2818 1.3112 1.4115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4475 1.3987 0.0488 3.4% 0.0268 1.9% 81% False False 297
10 1.4475 1.3765 0.0710 4.9% 0.0190 1.3% 87% False False 160
20 1.4670 1.3765 0.0905 6.3% 0.0115 0.8% 68% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5774
2.618 1.5248
1.618 1.4926
1.000 1.4727
0.618 1.4604
HIGH 1.4405
0.618 1.4282
0.500 1.4244
0.382 1.4206
LOW 1.4083
0.618 1.3884
1.000 1.3761
1.618 1.3562
2.618 1.3240
4.250 1.2715
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 1.4337 1.4341
PP 1.4290 1.4298
S1 1.4244 1.4256

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

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