CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 1.2444 1.2740 0.0296 2.4% 1.2800
High 1.2832 1.2762 -0.0070 -0.5% 1.2857
Low 1.2363 1.2580 0.0217 1.8% 1.2363
Close 1.2661 1.2765 0.0104 0.8% 1.2765
Range 0.0469 0.0182 -0.0287 -61.2% 0.0494
ATR 0.0276 0.0269 -0.0007 -2.4% 0.0000
Volume 286 1,540 1,254 438.5% 2,529
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3248 1.3189 1.2865
R3 1.3066 1.3007 1.2815
R2 1.2884 1.2884 1.2798
R1 1.2825 1.2825 1.2782 1.2855
PP 1.2702 1.2702 1.2702 1.2717
S1 1.2643 1.2643 1.2748 1.2673
S2 1.2520 1.2520 1.2732
S3 1.2338 1.2461 1.2715
S4 1.2156 1.2279 1.2665
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.4144 1.3948 1.3037
R3 1.3650 1.3454 1.2901
R2 1.3156 1.3156 1.2856
R1 1.2960 1.2960 1.2810 1.2811
PP 1.2662 1.2662 1.2662 1.2587
S1 1.2466 1.2466 1.2720 1.2317
S2 1.2168 1.2168 1.2674
S3 1.1674 1.1972 1.2629
S4 1.1180 1.1478 1.2493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2857 1.2363 0.0494 3.9% 0.0254 2.0% 81% False False 505
10 1.3049 1.2363 0.0686 5.4% 0.0274 2.1% 59% False False 534
20 1.3460 1.2351 0.1109 8.7% 0.0273 2.1% 37% False False 600
40 1.4786 1.2351 0.2435 19.1% 0.0240 1.9% 17% False False 1,287
60 1.4786 1.2351 0.2435 19.1% 0.0199 1.6% 17% False False 889
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3536
2.618 1.3238
1.618 1.3056
1.000 1.2944
0.618 1.2874
HIGH 1.2762
0.618 1.2692
0.500 1.2671
0.382 1.2650
LOW 1.2580
0.618 1.2468
1.000 1.2398
1.618 1.2286
2.618 1.2104
4.250 1.1807
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 1.2734 1.2709
PP 1.2702 1.2653
S1 1.2671 1.2598

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

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