CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 1.2549 1.2603 0.0054 0.4% 1.2800
High 1.2711 1.2655 -0.0056 -0.4% 1.2857
Low 1.2494 1.2535 0.0041 0.3% 1.2363
Close 1.2649 1.2545 -0.0104 -0.8% 1.2765
Range 0.0217 0.0120 -0.0097 -44.7% 0.0494
ATR 0.0270 0.0259 -0.0011 -4.0% 0.0000
Volume 502 648 146 29.1% 2,529
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2938 1.2862 1.2611
R3 1.2818 1.2742 1.2578
R2 1.2698 1.2698 1.2567
R1 1.2622 1.2622 1.2556 1.2600
PP 1.2578 1.2578 1.2578 1.2568
S1 1.2502 1.2502 1.2534 1.2480
S2 1.2458 1.2458 1.2523
S3 1.2338 1.2382 1.2512
S4 1.2218 1.2262 1.2479
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 1.2832 1.2363 0.0469 3.7% 0.0226 1.8% 39% False False 644
10 1.3049 1.2363 0.0686 5.5% 0.0230 1.8% 27% False False 538
20 1.3235 1.2351 0.0884 7.0% 0.0265 2.1% 22% False False 527
40 1.4722 1.2351 0.2371 18.9% 0.0235 1.9% 8% False False 1,225
60 1.4786 1.2351 0.2435 19.4% 0.0204 1.6% 8% False False 905
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0039
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.3165
2.618 1.2969
1.618 1.2849
1.000 1.2775
0.618 1.2729
HIGH 1.2655
0.618 1.2609
0.500 1.2595
0.382 1.2581
LOW 1.2535
0.618 1.2461
1.000 1.2415
1.618 1.2341
2.618 1.2221
4.250 1.2025
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 1.2595 1.2628
PP 1.2578 1.2600
S1 1.2562 1.2573

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

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