CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 1.2800 1.2730 -0.0070 -0.5% 1.2782
High 1.2857 1.2734 -0.0123 -1.0% 1.3049
Low 1.2664 1.2450 -0.0214 -1.7% 1.2500
Close 1.2706 1.2497 -0.0209 -1.6% 1.2699
Range 0.0193 0.0284 0.0091 47.2% 0.0549
ATR 0.0270 0.0271 0.0001 0.4% 0.0000
Volume 110 346 236 214.5% 2,819
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3412 1.3239 1.2653
R3 1.3128 1.2955 1.2575
R2 1.2844 1.2844 1.2549
R1 1.2671 1.2671 1.2523 1.2616
PP 1.2560 1.2560 1.2560 1.2533
S1 1.2387 1.2387 1.2471 1.2332
S2 1.2276 1.2276 1.2445
S3 1.1992 1.2103 1.2419
S4 1.1708 1.1819 1.2341
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 1.2450 0.0599 4.8% 0.0235 1.9% 8% False True 431
10 1.3235 1.2450 0.0785 6.3% 0.0286 2.3% 6% False True 495
20 1.3633 1.2351 0.1282 10.3% 0.0252 2.0% 11% False False 711
40 1.4786 1.2351 0.2435 19.5% 0.0242 1.9% 6% False False 1,269
60 1.4786 1.2351 0.2435 19.5% 0.0187 1.5% 6% False False 858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0058
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3941
2.618 1.3478
1.618 1.3194
1.000 1.3018
0.618 1.2910
HIGH 1.2734
0.618 1.2626
0.500 1.2592
0.382 1.2558
LOW 1.2450
0.618 1.2274
1.000 1.2166
1.618 1.1990
2.618 1.1706
4.250 1.1243
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 1.2592 1.2654
PP 1.2560 1.2601
S1 1.2529 1.2549

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

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