CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 01-Mar-2007
Day Change Summary
Previous Current
28-Feb-2007 01-Mar-2007 Change Change % Previous Week
Open 1.3329 1.3291 -0.0038 -0.3% 1.3239
High 1.3329 1.3255 -0.0074 -0.6% 1.3266
Low 1.3329 1.3255 -0.0074 -0.6% 1.3219
Close 1.3329 1.3291 -0.0038 -0.3% 1.3266
Range
ATR 0.0033 0.0036 0.0003 8.7% 0.0000
Volume 4 14 10 250.0% 64
Daily Pivots for day following 01-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3267 1.3279 1.3291
R3 1.3267 1.3279 1.3291
R2 1.3267 1.3267 1.3291
R1 1.3279 1.3279 1.3291 1.3291
PP 1.3267 1.3267 1.3267 1.3273
S1 1.3279 1.3279 1.3291 1.3291
S2 1.3267 1.3267 1.3291
S3 1.3267 1.3279 1.3291
S4 1.3267 1.3279 1.3291
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.3391 1.3376 1.3292
R3 1.3344 1.3329 1.3279
R2 1.3297 1.3297 1.3275
R1 1.3282 1.3282 1.3270 1.3290
PP 1.3250 1.3250 1.3250 1.3254
S1 1.3235 1.3235 1.3262 1.3243
S2 1.3203 1.3203 1.3257
S3 1.3156 1.3188 1.3253
S4 1.3109 1.3141 1.3240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3350 1.3255 0.0095 0.7% 0.0000 0.0% 38% False True 16
10 1.3350 1.3219 0.0131 1.0% 0.0002 0.0% 55% False False 10
20 1.3350 1.3040 0.0310 2.3% 0.0005 0.0% 81% False False 6
40 1.3350 1.3012 0.0338 2.5% 0.0003 0.0% 83% False False 10
60 1.3472 1.3012 0.0460 3.5% 0.0002 0.0% 61% False False 11
80 1.3472 1.2875 0.0597 4.5% 0.0002 0.0% 70% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 False
Bull Hook False
Stretch -0.0005
Fibonacci Retracements and Extensions
4.250 1.3255
2.618 1.3255
1.618 1.3255
1.000 1.3255
0.618 1.3255
HIGH 1.3255
0.618 1.3255
0.500 1.3255
0.382 1.3255
LOW 1.3255
0.618 1.3255
1.000 1.3255
1.618 1.3255
2.618 1.3255
4.250 1.3255
Fisher Pivots for day following 01-Mar-2007
Pivot 1 day 3 day
R1 1.3279 1.3303
PP 1.3267 1.3299
S1 1.3255 1.3295

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

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