CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 1.2749 1.3000 0.0251 2.0% 1.3365
High 1.2955 1.3235 0.0280 2.2% 1.3460
Low 1.2651 1.2800 0.0149 1.2% 1.2505
Close 1.2824 1.2942 0.0118 0.9% 1.2599
Range 0.0304 0.0435 0.0131 43.1% 0.0955
ATR 0.0248 0.0261 0.0013 5.4% 0.0000
Volume 610 529 -81 -13.3% 3,544
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4297 1.4055 1.3181
R3 1.3862 1.3620 1.3062
R2 1.3427 1.3427 1.3022
R1 1.3185 1.3185 1.2982 1.3089
PP 1.2992 1.2992 1.2992 1.2944
S1 1.2750 1.2750 1.2902 1.2654
S2 1.2557 1.2557 1.2862
S3 1.2122 1.2315 1.2822
S4 1.1687 1.1880 1.2703
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.5720 1.5114 1.3124
R3 1.4765 1.4159 1.2862
R2 1.3810 1.3810 1.2774
R1 1.3204 1.3204 1.2687 1.3030
PP 1.2855 1.2855 1.2855 1.2767
S1 1.2249 1.2249 1.2511 1.2075
S2 1.1900 1.1900 1.2424
S3 1.0945 1.1294 1.2336
S4 0.9990 1.0339 1.2074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3235 1.2351 0.0884 6.8% 0.0317 2.5% 67% True False 599
10 1.3460 1.2351 0.1109 8.6% 0.0262 2.0% 53% False False 688
20 1.3900 1.2351 0.1549 12.0% 0.0236 1.8% 38% False False 818
40 1.4786 1.2351 0.2435 18.8% 0.0218 1.7% 24% False False 1,181
60 1.5150 1.2351 0.2799 21.6% 0.0158 1.2% 21% False False 798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0049
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 1.5084
2.618 1.4374
1.618 1.3939
1.000 1.3670
0.618 1.3504
HIGH 1.3235
0.618 1.3069
0.500 1.3018
0.382 1.2966
LOW 1.2800
0.618 1.2531
1.000 1.2365
1.618 1.2096
2.618 1.1661
4.250 1.0951
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 1.3018 1.2897
PP 1.2992 1.2852
S1 1.2967 1.2807

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

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