CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 1.3600 1.3540 -0.0060 -0.4% 1.4454
High 1.3724 1.3781 0.0057 0.4% 1.4516
Low 1.3536 1.3540 0.0004 0.0% 1.3691
Close 1.3635 1.3711 0.0076 0.6% 1.3808
Range 0.0188 0.0241 0.0053 28.2% 0.0825
ATR 0.0218 0.0220 0.0002 0.7% 0.0000
Volume 322 472 150 46.6% 16,541
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4400 1.4297 1.3844
R3 1.4159 1.4056 1.3777
R2 1.3918 1.3918 1.3755
R1 1.3815 1.3815 1.3733 1.3867
PP 1.3677 1.3677 1.3677 1.3703
S1 1.3574 1.3574 1.3689 1.3626
S2 1.3436 1.3436 1.3667
S3 1.3195 1.3333 1.3645
S4 1.2954 1.3092 1.3578
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.6480 1.5969 1.4262
R3 1.5655 1.5144 1.4035
R2 1.4830 1.4830 1.3959
R1 1.4319 1.4319 1.3884 1.4162
PP 1.4005 1.4005 1.4005 1.3927
S1 1.3494 1.3494 1.3732 1.3337
S2 1.3180 1.3180 1.3657
S3 1.2355 1.2669 1.3581
S4 1.1530 1.1844 1.3354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4000 1.3442 0.0558 4.1% 0.0231 1.7% 48% False False 1,338
10 1.4722 1.3442 0.1280 9.3% 0.0222 1.6% 21% False False 3,057
20 1.4786 1.3442 0.1344 9.8% 0.0225 1.6% 20% False False 1,799
40 1.4786 1.3442 0.1344 9.8% 0.0135 1.0% 20% False False 912
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4805
2.618 1.4412
1.618 1.4171
1.000 1.4022
0.618 1.3930
HIGH 1.3781
0.618 1.3689
0.500 1.3661
0.382 1.3632
LOW 1.3540
0.618 1.3391
1.000 1.3299
1.618 1.3150
2.618 1.2909
4.250 1.2516
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 1.3694 1.3678
PP 1.3677 1.3645
S1 1.3661 1.3612

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

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