CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 1.3464 1.3530 0.0066 0.5% 1.3697
High 1.3464 1.3530 0.0066 0.5% 1.3697
Low 1.3464 1.3530 0.0066 0.5% 1.3464
Close 1.3464 1.3530 0.0066 0.5% 1.3530
Range
ATR 0.0048 0.0049 0.0001 2.8% 0.0000
Volume 1 13 12 1,200.0% 45
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3530 1.3530 1.3530
R3 1.3530 1.3530 1.3530
R2 1.3530 1.3530 1.3530
R1 1.3530 1.3530 1.3530 1.3530
PP 1.3530 1.3530 1.3530 1.3530
S1 1.3530 1.3530 1.3530 1.3530
S2 1.3530 1.3530 1.3530
S3 1.3530 1.3530 1.3530
S4 1.3530 1.3530 1.3530
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4263 1.4129 1.3658
R3 1.4030 1.3896 1.3594
R2 1.3797 1.3797 1.3573
R1 1.3663 1.3663 1.3551 1.3614
PP 1.3564 1.3564 1.3564 1.3539
S1 1.3430 1.3430 1.3509 1.3381
S2 1.3331 1.3331 1.3487
S3 1.3098 1.3197 1.3466
S4 1.2865 1.2964 1.3402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3697 1.3464 0.0233 1.7% 0.0001 0.0% 28% False False 9
10 1.3865 1.3464 0.0401 3.0% 0.0000 0.0% 16% False False 6
20 1.3911 1.3464 0.0447 3.3% 0.0000 0.0% 15% False False 6
40 1.3911 1.3464 0.0447 3.3% 0.0001 0.0% 15% False False 4
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 17-Aug-2007
Pivot 1 day 3 day
R1 1.3530 1.3519
PP 1.3530 1.3508
S1 1.3530 1.3497

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

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