CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 1.3530 1.3534 0.0004 0.0% 1.3697
High 1.3530 1.3534 0.0004 0.0% 1.3697
Low 1.3530 1.3534 0.0004 0.0% 1.3464
Close 1.3530 1.3534 0.0004 0.0% 1.3530
Range
ATR 0.0049 0.0046 -0.0003 -6.6% 0.0000
Volume 13 25 12 92.3% 45
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3534 1.3534 1.3534
R3 1.3534 1.3534 1.3534
R2 1.3534 1.3534 1.3534
R1 1.3534 1.3534 1.3534 1.3534
PP 1.3534 1.3534 1.3534 1.3534
S1 1.3534 1.3534 1.3534 1.3534
S2 1.3534 1.3534 1.3534
S3 1.3534 1.3534 1.3534
S4 1.3534 1.3534 1.3534
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 1.3610 1.3464 0.0146 1.1% 0.0000 0.0% 48% False False 14
10 1.3865 1.3464 0.0401 3.0% 0.0000 0.0% 17% False False 8
20 1.3911 1.3464 0.0447 3.3% 0.0000 0.0% 16% False False 7
40 1.3911 1.3464 0.0447 3.3% 0.0001 0.0% 16% 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 1.3534
2.618 1.3534
1.618 1.3534
1.000 1.3534
0.618 1.3534
HIGH 1.3534
0.618 1.3534
0.500 1.3534
0.382 1.3534
LOW 1.3534
0.618 1.3534
1.000 1.3534
1.618 1.3534
2.618 1.3534
4.250 1.3534
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 1.3534 1.3522
PP 1.3534 1.3511
S1 1.3534 1.3499

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

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