CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 26-Jul-2007
Day Change Summary
Previous Current
25-Jul-2007 26-Jul-2007 Change Change % Previous Week
Open 1.3790 1.3819 0.0029 0.2% 1.3869
High 1.3790 1.3819 0.0029 0.2% 1.3905
Low 1.3790 1.3819 0.0029 0.2% 1.3869
Close 1.3790 1.3819 0.0029 0.2% 1.3905
Range
ATR 0.0031 0.0031 0.0000 -0.4% 0.0000
Volume 2 8 6 300.0% 8
Daily Pivots for day following 26-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3819 1.3819 1.3819
R3 1.3819 1.3819 1.3819
R2 1.3819 1.3819 1.3819
R1 1.3819 1.3819 1.3819 1.3819
PP 1.3819 1.3819 1.3819 1.3819
S1 1.3819 1.3819 1.3819 1.3819
S2 1.3819 1.3819 1.3819
S3 1.3819 1.3819 1.3819
S4 1.3819 1.3819 1.3819
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.4001 1.3989 1.3925
R3 1.3965 1.3953 1.3915
R2 1.3929 1.3929 1.3912
R1 1.3917 1.3917 1.3908 1.3923
PP 1.3893 1.3893 1.3893 1.3896
S1 1.3881 1.3881 1.3902 1.3887
S2 1.3857 1.3857 1.3898
S3 1.3821 1.3845 1.3895
S4 1.3785 1.3809 1.3885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3911 1.3790 0.0121 0.9% 0.0000 0.0% 24% False False 5
10 1.3911 1.3790 0.0121 0.9% 0.0000 0.0% 24% False False 3
20 1.3911 1.3526 0.0385 2.8% 0.0000 0.0% 76% False False 2
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3819
2.618 1.3819
1.618 1.3819
1.000 1.3819
0.618 1.3819
HIGH 1.3819
0.618 1.3819
0.500 1.3819
0.382 1.3819
LOW 1.3819
0.618 1.3819
1.000 1.3819
1.618 1.3819
2.618 1.3819
4.250 1.3819
Fisher Pivots for day following 26-Jul-2007
Pivot 1 day 3 day
R1 1.3819 1.3851
PP 1.3819 1.3840
S1 1.3819 1.3830

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

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