CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 22-Oct-2008

Day Change Summary
	Previous	Current
	21-Oct-2008	22-Oct-2008	Change	Change %	Previous Week
Open	1.3265	1.2985	-0.0280	-2.1%	1.3608
High	1.3289	1.2985	-0.0304	-2.3%	1.3772
Low	1.3007	1.2715	-0.0292	-2.2%	1.3355
Close	1.3080	1.2832	-0.0248	-1.9%	1.3390
Range	0.0282	0.0270	-0.0012	-4.3%	0.0417
ATR	0.0214	0.0225	0.0011	5.0%	0.0000
Volume	1,781	164	-1,617	-90.8%	4,535

Daily Pivots for day following 22-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.3654	1.3513	1.2981
R3	1.3384	1.3243	1.2906
R2	1.3114	1.3114	1.2882
R1	1.2973	1.2973	1.2857	1.2909
PP	1.2844	1.2844	1.2844	1.2812
S1	1.2703	1.2703	1.2807	1.2639
S2	1.2574	1.2574	1.2783
S3	1.2304	1.2433	1.2758
S4	1.2034	1.2163	1.2684

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4757	1.4490	1.3619
R3	1.4340	1.4073	1.3505
R2	1.3923	1.3923	1.3466
R1	1.3656	1.3656	1.3428	1.3581
PP	1.3506	1.3506	1.3506	1.3468
S1	1.3239	1.3239	1.3352	1.3164
S2	1.3089	1.3089	1.3314
S3	1.2672	1.2822	1.3275
S4	1.2255	1.2405	1.3161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3497	1.2715	0.0782	6.1%	0.0198	1.5%	15%	False	True	1,342
10	1.3791	1.2715	0.1076	8.4%	0.0204	1.6%	11%	False	True	785
20	1.4722	1.2715	0.2007	15.6%	0.0213	1.7%	6%	False	True	1,921
40	1.4786	1.2715	0.2071	16.1%	0.0181	1.4%	6%	False	True	1,098

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4133
2.618	1.3692
1.618	1.3422
1.000	1.3255
0.618	1.3152
HIGH	1.2985
0.618	1.2882
0.500	1.2850
0.382	1.2818
LOW	1.2715
0.618	1.2548
1.000	1.2445
1.618	1.2278
2.618	1.2008
4.250	1.1568

Fisher Pivots for day following 22-Oct-2008
Pivot	1 day	3 day
R1	1.2850	1.3088
PP	1.2844	1.3002
S1	1.2838	1.2917

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