CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 1.3000 1.2825 -0.0175 -1.3% 1.2530
High 1.3235 1.2825 -0.0410 -3.1% 1.3235
Low 1.2800 1.2645 -0.0155 -1.2% 1.2351
Close 1.2942 1.2724 -0.0218 -1.7% 1.2724
Range 0.0435 0.0180 -0.0255 -58.6% 0.0884
ATR 0.0261 0.0264 0.0003 1.0% 0.0000
Volume 529 540 11 2.1% 3,112
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3271 1.3178 1.2823
R3 1.3091 1.2998 1.2774
R2 1.2911 1.2911 1.2757
R1 1.2818 1.2818 1.2741 1.2775
PP 1.2731 1.2731 1.2731 1.2710
S1 1.2638 1.2638 1.2708 1.2595
S2 1.2551 1.2551 1.2691
S3 1.2371 1.2458 1.2675
S4 1.2191 1.2278 1.2625
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.5422 1.4957 1.3210
R3 1.4538 1.4073 1.2967
R2 1.3654 1.3654 1.2886
R1 1.3189 1.3189 1.2805 1.3422
PP 1.2770 1.2770 1.2770 1.2886
S1 1.2305 1.2305 1.2643 1.2538
S2 1.1886 1.1886 1.2562
S3 1.1002 1.1421 1.2481
S4 1.0118 1.0537 1.2238
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 6.9% 0.0297 2.3% 42% False False 622
10 1.3460 1.2351 0.1109 8.7% 0.0272 2.1% 34% False False 665
20 1.3791 1.2351 0.1440 11.3% 0.0235 1.8% 26% False False 694
40 1.4786 1.2351 0.2435 19.1% 0.0219 1.7% 15% False False 1,194
60 1.5121 1.2351 0.2770 21.8% 0.0161 1.3% 13% False False 807
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0047
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3590
2.618 1.3296
1.618 1.3116
1.000 1.3005
0.618 1.2936
HIGH 1.2825
0.618 1.2756
0.500 1.2735
0.382 1.2714
LOW 1.2645
0.618 1.2534
1.000 1.2465
1.618 1.2354
2.618 1.2174
4.250 1.1880
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 1.2735 1.2940
PP 1.2731 1.2868
S1 1.2728 1.2796

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

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