CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 1.4691 1.4599 -0.0092 -0.6% 1.4425
High 1.4722 1.4630 -0.0092 -0.6% 1.4786
Low 1.4543 1.4530 -0.0013 -0.1% 1.4393
Close 1.4586 1.4596 0.0010 0.1% 1.4596
Range 0.0179 0.0100 -0.0079 -44.1% 0.0393
ATR 0.0170 0.0165 -0.0005 -2.9% 0.0000
Volume 77 11,817 11,740 15,246.8% 15,750
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4885 1.4841 1.4651
R3 1.4785 1.4741 1.4624
R2 1.4685 1.4685 1.4614
R1 1.4641 1.4641 1.4605 1.4613
PP 1.4585 1.4585 1.4585 1.4572
S1 1.4541 1.4541 1.4587 1.4513
S2 1.4485 1.4485 1.4578
S3 1.4385 1.4441 1.4569
S4 1.4285 1.4341 1.4541
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5771 1.5576 1.4812
R3 1.5378 1.5183 1.4704
R2 1.4985 1.4985 1.4668
R1 1.4790 1.4790 1.4632 1.4888
PP 1.4592 1.4592 1.4592 1.4640
S1 1.4397 1.4397 1.4560 1.4495
S2 1.4199 1.4199 1.4524
S3 1.3806 1.4004 1.4488
S4 1.3413 1.3611 1.4380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4786 1.4393 0.0393 2.7% 0.0189 1.3% 52% False False 3,150
10 1.4786 1.3987 0.0799 5.5% 0.0229 1.6% 76% False False 1,723
20 1.4786 1.3765 0.1021 7.0% 0.0162 1.1% 81% False False 869
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0042
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.5055
2.618 1.4892
1.618 1.4792
1.000 1.4730
0.618 1.4692
HIGH 1.4630
0.618 1.4592
0.500 1.4580
0.382 1.4568
LOW 1.4530
0.618 1.4468
1.000 1.4430
1.618 1.4368
2.618 1.4268
4.250 1.4105
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 1.4591 1.4626
PP 1.4585 1.4616
S1 1.4580 1.4606

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

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