CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 1.3872 1.3864 -0.0008 -0.1% 1.3764
High 1.3872 1.3864 -0.0008 -0.1% 1.3872
Low 1.3872 1.3864 -0.0008 -0.1% 1.3733
Close 1.3872 1.3864 -0.0008 -0.1% 1.3872
Range
ATR 0.0038 0.0036 -0.0002 -5.7% 0.0000
Volume 9 1 -8 -88.9% 38
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3864 1.3864 1.3864
R3 1.3864 1.3864 1.3864
R2 1.3864 1.3864 1.3864
R1 1.3864 1.3864 1.3864 1.3864
PP 1.3864 1.3864 1.3864 1.3864
S1 1.3864 1.3864 1.3864 1.3864
S2 1.3864 1.3864 1.3864
S3 1.3864 1.3864 1.3864
S4 1.3864 1.3864 1.3864
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4243 1.4196 1.3948
R3 1.4104 1.4057 1.3910
R2 1.3965 1.3965 1.3897
R1 1.3918 1.3918 1.3885 1.3942
PP 1.3826 1.3826 1.3826 1.3837
S1 1.3779 1.3779 1.3859 1.3803
S2 1.3687 1.3687 1.3847
S3 1.3548 1.3640 1.3834
S4 1.3409 1.3501 1.3796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3872 1.3733 0.0139 1.0% 0.0000 0.0% 94% False False 7
10 1.3911 1.3724 0.0187 1.3% 0.0000 0.0% 75% False False 5
20 1.3911 1.3724 0.0187 1.3% 0.0000 0.0% 75% False False 3
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 1.3864
2.618 1.3864
1.618 1.3864
1.000 1.3864
0.618 1.3864
HIGH 1.3864
0.618 1.3864
0.500 1.3864
0.382 1.3864
LOW 1.3864
0.618 1.3864
1.000 1.3864
1.618 1.3864
2.618 1.3864
4.250 1.3864
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 1.3864 1.3849
PP 1.3864 1.3834
S1 1.3864 1.3819

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

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