CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 23-Oct-2008

Day Change Summary
	Previous	Current
	22-Oct-2008	23-Oct-2008	Change	Change %	Previous Week
Open	1.2985	1.2740	-0.0245	-1.9%	1.3608
High	1.2985	1.2905	-0.0080	-0.6%	1.3772
Low	1.2715	1.2722	0.0007	0.1%	1.3355
Close	1.2832	1.2821	-0.0011	-0.1%	1.3390
Range	0.0270	0.0183	-0.0087	-32.2%	0.0417
ATR	0.0225	0.0222	-0.0003	-1.3%	0.0000
Volume	164	346	182	111.0%	4,535

Daily Pivots for day following 23-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.3365	1.3276	1.2922
R3	1.3182	1.3093	1.2871
R2	1.2999	1.2999	1.2855
R1	1.2910	1.2910	1.2838	1.2955
PP	1.2816	1.2816	1.2816	1.2838
S1	1.2727	1.2727	1.2804	1.2772
S2	1.2633	1.2633	1.2787
S3	1.2450	1.2544	1.2771
S4	1.2267	1.2361	1.2720

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	1.3460	1.2715	0.0745	5.8%	0.0207	1.6%	14%	False	False	777
10	1.3772	1.2715	0.1057	8.2%	0.0204	1.6%	10%	False	False	775
20	1.4630	1.2715	0.1915	14.9%	0.0213	1.7%	6%	False	False	1,935
40	1.4786	1.2715	0.2071	16.2%	0.0185	1.4%	5%	False	False	1,106

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3683
2.618	1.3384
1.618	1.3201
1.000	1.3088
0.618	1.3018
HIGH	1.2905
0.618	1.2835
0.500	1.2814
0.382	1.2792
LOW	1.2722
0.618	1.2609
1.000	1.2539
1.618	1.2426
2.618	1.2243
4.250	1.1944

Fisher Pivots for day following 23-Oct-2008
Pivot	1 day	3 day
R1	1.2819	1.3002
PP	1.2816	1.2942
S1	1.2814	1.2881

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