CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 1.3607 1.3524 -0.0083 -0.6% 1.3864
High 1.3610 1.3530 -0.0080 -0.6% 1.3865
Low 1.3610 1.3530 -0.0080 -0.6% 1.3752
Close 1.3607 1.3524 -0.0083 -0.6% 1.3765
Range
ATR 0.0044 0.0047 0.0002 5.3% 0.0000
Volume 8 23 15 187.5% 19
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3528 1.3526 1.3524
R3 1.3528 1.3526 1.3524
R2 1.3528 1.3528 1.3524
R1 1.3526 1.3526 1.3524 1.3524
PP 1.3528 1.3528 1.3528 1.3527
S1 1.3526 1.3526 1.3524 1.3524
S2 1.3528 1.3528 1.3524
S3 1.3528 1.3526 1.3524
S4 1.3528 1.3526 1.3524
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4133 1.4062 1.3827
R3 1.4020 1.3949 1.3796
R2 1.3907 1.3907 1.3786
R1 1.3836 1.3836 1.3775 1.3815
PP 1.3794 1.3794 1.3794 1.3784
S1 1.3723 1.3723 1.3755 1.3702
S2 1.3681 1.3681 1.3744
S3 1.3568 1.3610 1.3734
S4 1.3455 1.3497 1.3703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3765 1.3530 0.0235 1.7% 0.0001 0.0% -3% False True 8
10 1.3872 1.3530 0.0342 2.5% 0.0000 0.0% -2% False True 6
20 1.3911 1.3530 0.0381 2.8% 0.0000 0.0% -2% False True 5
40 1.3911 1.3495 0.0416 3.1% 0.0001 0.0% 7% 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 -0.0001
Fibonacci Retracements and Extensions
4.250 1.3530
2.618 1.3530
1.618 1.3530
1.000 1.3530
0.618 1.3530
HIGH 1.3530
0.618 1.3530
0.500 1.3530
0.382 1.3530
LOW 1.3530
0.618 1.3530
1.000 1.3530
1.618 1.3530
2.618 1.3530
4.250 1.3530
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 1.3530 1.3614
PP 1.3528 1.3584
S1 1.3526 1.3554

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

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