CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary
Previous Current
27-Aug-2007 28-Aug-2007 Change Change % Previous Week
Open 1.3704 1.3684 -0.0020 -0.1% 1.3534
High 1.3704 1.3684 -0.0020 -0.1% 1.3725
Low 1.3704 1.3684 -0.0020 -0.1% 1.3520
Close 1.3704 1.3684 -0.0020 -0.1% 1.3724
Range
ATR 0.0047 0.0045 -0.0002 -4.1% 0.0000
Volume 18 3 -15 -83.3% 78
Daily Pivots for day following 28-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3684 1.3684 1.3684
R3 1.3684 1.3684 1.3684
R2 1.3684 1.3684 1.3684
R1 1.3684 1.3684 1.3684 1.3684
PP 1.3684 1.3684 1.3684 1.3684
S1 1.3684 1.3684 1.3684 1.3684
S2 1.3684 1.3684 1.3684
S3 1.3684 1.3684 1.3684
S4 1.3684 1.3684 1.3684
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4271 1.4203 1.3837
R3 1.4066 1.3998 1.3780
R2 1.3861 1.3861 1.3762
R1 1.3793 1.3793 1.3743 1.3827
PP 1.3656 1.3656 1.3656 1.3674
S1 1.3588 1.3588 1.3705 1.3622
S2 1.3451 1.3451 1.3686
S3 1.3246 1.3383 1.3668
S4 1.3041 1.3178 1.3611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3725 1.3584 0.0141 1.0% 0.0000 0.0% 71% False False 14
10 1.3725 1.3464 0.0261 1.9% 0.0000 0.0% 84% False False 13
20 1.3872 1.3464 0.0408 3.0% 0.0000 0.0% 54% False False 9
40 1.3911 1.3464 0.0447 3.3% 0.0000 0.0% 49% False False 6
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 1.3684
2.618 1.3684
1.618 1.3684
1.000 1.3684
0.618 1.3684
HIGH 1.3684
0.618 1.3684
0.500 1.3684
0.382 1.3684
LOW 1.3684
0.618 1.3684
1.000 1.3684
1.618 1.3684
2.618 1.3684
4.250 1.3684
Fisher Pivots for day following 28-Aug-2007
Pivot 1 day 3 day
R1 1.3684 1.3705
PP 1.3684 1.3698
S1 1.3684 1.3691

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

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