CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 14-Mar-2007
Day Change Summary
Previous Current
13-Mar-2007 14-Mar-2007 Change Change % Previous Week
Open 1.3284 1.3320 0.0036 0.3% 1.3175
High 1.3284 1.3320 0.0036 0.3% 1.3273
Low 1.3284 1.3320 0.0036 0.3% 1.3175
Close 1.3284 1.3316 0.0032 0.2% 1.3204
Range
ATR 0.0041 0.0040 0.0000 -0.8% 0.0000
Volume 44 384 340 772.7% 93
Daily Pivots for day following 14-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3319 1.3317 1.3316
R3 1.3319 1.3317 1.3316
R2 1.3319 1.3319 1.3316
R1 1.3317 1.3317 1.3316 1.3318
PP 1.3319 1.3319 1.3319 1.3319
S1 1.3317 1.3317 1.3316 1.3318
S2 1.3319 1.3319 1.3316
S3 1.3319 1.3317 1.3316
S4 1.3319 1.3317 1.3316
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3511 1.3456 1.3258
R3 1.3413 1.3358 1.3231
R2 1.3315 1.3315 1.3222
R1 1.3260 1.3260 1.3213 1.3288
PP 1.3217 1.3217 1.3217 1.3231
S1 1.3162 1.3162 1.3195 1.3190
S2 1.3119 1.3119 1.3186
S3 1.3021 1.3064 1.3177
S4 1.2923 1.2966 1.3150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3320 1.3190 0.0130 1.0% 0.0003 0.0% 97% True False 215
10 1.3320 1.3175 0.0145 1.1% 0.0007 0.1% 97% True False 116
20 1.3350 1.3175 0.0175 1.3% 0.0004 0.0% 81% False False 63
40 1.3350 1.3024 0.0326 2.4% 0.0005 0.0% 90% False False 33
60 1.3417 1.3012 0.0405 3.0% 0.0003 0.0% 75% False False 28
80 1.3472 1.2949 0.0523 3.9% 0.0002 0.0% 70% False False 23
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 -0.0002
Fibonacci Retracements and Extensions
4.250 1.3320
2.618 1.3320
1.618 1.3320
1.000 1.3320
0.618 1.3320
HIGH 1.3320
0.618 1.3320
0.500 1.3320
0.382 1.3320
LOW 1.3320
0.618 1.3320
1.000 1.3320
1.618 1.3320
2.618 1.3320
4.250 1.3320
Fisher Pivots for day following 14-Mar-2007
Pivot 1 day 3 day
R1 1.3320 1.3310
PP 1.3319 1.3304
S1 1.3317 1.3299

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

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