CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 22-Aug-2007
Day Change Summary
Previous Current
21-Aug-2007 22-Aug-2007 Change Change % Previous Week
Open 1.3520 1.3584 0.0064 0.5% 1.3697
High 1.3520 1.3584 0.0064 0.5% 1.3697
Low 1.3520 1.3584 0.0064 0.5% 1.3464
Close 1.3520 1.3584 0.0064 0.5% 1.3530
Range
ATR 0.0043 0.0045 0.0001 3.4% 0.0000
Volume 2 38 36 1,800.0% 45
Daily Pivots for day following 22-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3584 1.3584 1.3584
R3 1.3584 1.3584 1.3584
R2 1.3584 1.3584 1.3584
R1 1.3584 1.3584 1.3584 1.3584
PP 1.3584 1.3584 1.3584 1.3584
S1 1.3584 1.3584 1.3584 1.3584
S2 1.3584 1.3584 1.3584
S3 1.3584 1.3584 1.3584
S4 1.3584 1.3584 1.3584
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 1.3584 1.3464 0.0120 0.9% 0.0000 0.0% 100% True False 15
10 1.3765 1.3464 0.0301 2.2% 0.0000 0.0% 40% False False 11
20 1.3872 1.3464 0.0408 3.0% 0.0000 0.0% 29% False False 8
40 1.3911 1.3464 0.0447 3.3% 0.0000 0.0% 27% False False 5
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 1.3584
2.618 1.3584
1.618 1.3584
1.000 1.3584
0.618 1.3584
HIGH 1.3584
0.618 1.3584
0.500 1.3584
0.382 1.3584
LOW 1.3584
0.618 1.3584
1.000 1.3584
1.618 1.3584
2.618 1.3584
4.250 1.3584
Fisher Pivots for day following 22-Aug-2007
Pivot 1 day 3 day
R1 1.3584 1.3573
PP 1.3584 1.3563
S1 1.3584 1.3552

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

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