CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 1.2603 1.2800 0.0197 1.6% 1.2782
High 1.2790 1.2857 0.0067 0.5% 1.3049
Low 1.2603 1.2664 0.0061 0.5% 1.2500
Close 1.2699 1.2706 0.0007 0.1% 1.2699
Range 0.0187 0.0193 0.0006 3.2% 0.0549
ATR 0.0276 0.0270 -0.0006 -2.1% 0.0000
Volume 378 110 -268 -70.9% 2,819
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3321 1.3207 1.2812
R3 1.3128 1.3014 1.2759
R2 1.2935 1.2935 1.2741
R1 1.2821 1.2821 1.2724 1.2782
PP 1.2742 1.2742 1.2742 1.2723
S1 1.2628 1.2628 1.2688 1.2589
S2 1.2549 1.2549 1.2671
S3 1.2356 1.2435 1.2653
S4 1.2163 1.2242 1.2600
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% 0.0271 2.1% 38% False False 494
10 1.3235 1.2378 0.0857 6.7% 0.0293 2.3% 38% False False 555
20 1.3772 1.2351 0.1421 11.2% 0.0246 1.9% 25% False False 698
40 1.4786 1.2351 0.2435 19.2% 0.0239 1.9% 15% False False 1,263
60 1.4786 1.2351 0.2435 19.2% 0.0182 1.4% 15% False False 852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3677
2.618 1.3362
1.618 1.3169
1.000 1.3050
0.618 1.2976
HIGH 1.2857
0.618 1.2783
0.500 1.2761
0.382 1.2738
LOW 1.2664
0.618 1.2545
1.000 1.2471
1.618 1.2352
2.618 1.2159
4.250 1.1844
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 1.2761 1.2735
PP 1.2742 1.2725
S1 1.2724 1.2716

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

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