CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 14-Oct-2008

Day Change Summary
	Previous	Current
	13-Oct-2008	14-Oct-2008	Change	Change %	Previous Week
Open	1.3608	1.3619	0.0011	0.1%	1.3715
High	1.3651	1.3772	0.0121	0.9%	1.3791
Low	1.3507	1.3619	0.0112	0.8%	1.3290
Close	1.3523	1.3647	0.0124	0.9%	1.3484
Range	0.0144	0.0153	0.0009	6.3%	0.0501
ATR	0.0226	0.0228	0.0002	0.7%	0.0000
Volume	158	71	-87	-55.1%	2,689

Daily Pivots for day following 14-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4138	1.4046	1.3731
R3	1.3985	1.3893	1.3689
R2	1.3832	1.3832	1.3675
R1	1.3740	1.3740	1.3661	1.3786
PP	1.3679	1.3679	1.3679	1.3703
S1	1.3587	1.3587	1.3633	1.3633
S2	1.3526	1.3526	1.3619
S3	1.3373	1.3434	1.3605
S4	1.3220	1.3281	1.3563

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5025	1.4755	1.3760
R3	1.4524	1.4254	1.3622
R2	1.4023	1.4023	1.3576
R1	1.3753	1.3753	1.3530	1.3638
PP	1.3522	1.3522	1.3522	1.3464
S1	1.3252	1.3252	1.3438	1.3137
S2	1.3021	1.3021	1.3392
S3	1.2520	1.2751	1.3346
S4	1.2019	1.2250	1.3208

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3791	1.3290	0.0501	3.7%	0.0225	1.7%	71%	False	False	249
10	1.4180	1.3290	0.0890	6.5%	0.0223	1.6%	40%	False	False	878
20	1.4786	1.3290	0.1496	11.0%	0.0232	1.7%	24%	False	False	1,827
40	1.4786	1.3290	0.1496	11.0%	0.0154	1.1%	24%	False	False	931

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4422
2.618	1.4173
1.618	1.4020
1.000	1.3925
0.618	1.3867
HIGH	1.3772
0.618	1.3714
0.500	1.3696
0.382	1.3677
LOW	1.3619
0.618	1.3524
1.000	1.3466
1.618	1.3371
2.618	1.3218
4.250	1.2969

Fisher Pivots for day following 14-Oct-2008
Pivot	1 day	3 day
R1	1.3696	1.3608
PP	1.3679	1.3570
S1	1.3663	1.3531

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols