CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 1.4731 1.4598 -0.0133 -0.9% 1.4250
High 1.4731 1.4689 -0.0042 -0.3% 1.4475
Low 1.4570 1.4577 0.0007 0.0% 1.3987
Close 1.4649 1.4615 -0.0034 -0.2% 1.4383
Range 0.0161 0.0112 -0.0049 -30.4% 0.0488
ATR 0.0174 0.0170 -0.0004 -2.5% 0.0000
Volume 2,606 203 -2,403 -92.2% 1,488
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4963 1.4901 1.4677
R3 1.4851 1.4789 1.4646
R2 1.4739 1.4739 1.4636
R1 1.4677 1.4677 1.4625 1.4708
PP 1.4627 1.4627 1.4627 1.4643
S1 1.4565 1.4565 1.4605 1.4596
S2 1.4515 1.4515 1.4594
S3 1.4403 1.4453 1.4584
S4 1.4291 1.4341 1.4553
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 1.4786 1.4083 0.0703 4.8% 0.0250 1.7% 76% False False 961
10 1.4786 1.3765 0.1021 7.0% 0.0228 1.6% 83% False False 540
20 1.4786 1.3765 0.1021 7.0% 0.0148 1.0% 83% False False 274
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.5165
2.618 1.4982
1.618 1.4870
1.000 1.4801
0.618 1.4758
HIGH 1.4689
0.618 1.4646
0.500 1.4633
0.382 1.4620
LOW 1.4577
0.618 1.4508
1.000 1.4465
1.618 1.4396
2.618 1.4284
4.250 1.4101
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 1.4633 1.4607
PP 1.4627 1.4598
S1 1.4621 1.4590

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

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