CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 1.2824 1.2603 -0.0221 -1.7% 1.2782
High 1.2866 1.2790 -0.0076 -0.6% 1.3049
Low 1.2652 1.2603 -0.0049 -0.4% 1.2500
Close 1.2689 1.2699 0.0010 0.1% 1.2699
Range 0.0214 0.0187 -0.0027 -12.6% 0.0549
ATR 0.0282 0.0276 -0.0007 -2.4% 0.0000
Volume 360 378 18 5.0% 2,819
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3258 1.3166 1.2802
R3 1.3071 1.2979 1.2750
R2 1.2884 1.2884 1.2733
R1 1.2792 1.2792 1.2716 1.2838
PP 1.2697 1.2697 1.2697 1.2721
S1 1.2605 1.2605 1.2682 1.2651
S2 1.2510 1.2510 1.2665
S3 1.2323 1.2418 1.2648
S4 1.2136 1.2231 1.2596
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.4396 1.4097 1.3001
R3 1.3847 1.3548 1.2850
R2 1.3298 1.3298 1.2800
R1 1.2999 1.2999 1.2749 1.2874
PP 1.2749 1.2749 1.2749 1.2687
S1 1.2450 1.2450 1.2649 1.2325
S2 1.2200 1.2200 1.2598
S3 1.1651 1.1901 1.2548
S4 1.1102 1.1352 1.2397
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% 0.0293 2.3% 36% False False 563
10 1.3235 1.2351 0.0884 7.0% 0.0295 2.3% 39% False False 593
20 1.3772 1.2351 0.1421 11.2% 0.0243 1.9% 24% False False 700
40 1.4786 1.2351 0.2435 19.2% 0.0242 1.9% 14% False False 1,261
60 1.4786 1.2351 0.2435 19.2% 0.0181 1.4% 14% False False 850
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.0055
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3585
2.618 1.3280
1.618 1.3093
1.000 1.2977
0.618 1.2906
HIGH 1.2790
0.618 1.2719
0.500 1.2697
0.382 1.2674
LOW 1.2603
0.618 1.2487
1.000 1.2416
1.618 1.2300
2.618 1.2113
4.250 1.1808
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 1.2698 1.2826
PP 1.2697 1.2784
S1 1.2697 1.2741

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

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