CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 1.2779 1.2824 0.0045 0.4% 1.2530
High 1.3049 1.2866 -0.0183 -1.4% 1.3235
Low 1.2752 1.2652 -0.0100 -0.8% 1.2351
Close 1.2939 1.2689 -0.0250 -1.9% 1.2724
Range 0.0297 0.0214 -0.0083 -27.9% 0.0884
ATR 0.0282 0.0282 0.0000 0.1% 0.0000
Volume 965 360 -605 -62.7% 3,112
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3378 1.3247 1.2807
R3 1.3164 1.3033 1.2748
R2 1.2950 1.2950 1.2728
R1 1.2819 1.2819 1.2709 1.2778
PP 1.2736 1.2736 1.2736 1.2715
S1 1.2605 1.2605 1.2669 1.2564
S2 1.2522 1.2522 1.2650
S3 1.2308 1.2391 1.2630
S4 1.2094 1.2177 1.2571
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 1.3049 1.2500 0.0549 4.3% 0.0292 2.3% 34% False False 596
10 1.3235 1.2351 0.0884 7.0% 0.0305 2.4% 38% False False 597
20 1.3772 1.2351 0.1421 11.2% 0.0254 2.0% 24% False False 686
40 1.4786 1.2351 0.2435 19.2% 0.0241 1.9% 14% False False 1,253
60 1.4786 1.2351 0.2435 19.2% 0.0178 1.4% 14% False False 844
Crabel Price Patterns
NR True
NR4 True
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 0.0055
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3776
2.618 1.3426
1.618 1.3212
1.000 1.3080
0.618 1.2998
HIGH 1.2866
0.618 1.2784
0.500 1.2759
0.382 1.2734
LOW 1.2652
0.618 1.2520
1.000 1.2438
1.618 1.2306
2.618 1.2092
4.250 1.1743
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 1.2759 1.2775
PP 1.2736 1.2746
S1 1.2712 1.2718

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

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