CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 1.3673 1.3730 0.0057 0.4% 1.3704
High 1.3673 1.3730 0.0057 0.4% 1.3713
Low 1.3673 1.3720 0.0047 0.3% 1.3671
Close 1.3673 1.3710 0.0037 0.3% 1.3701
Range 0.0000 0.0010 0.0010 0.0042
ATR 0.0040 0.0041 0.0001 3.0% 0.0000
Volume 2 44 42 2,100.0% 33
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.3750 1.3740 1.3716
R3 1.3740 1.3730 1.3713
R2 1.3730 1.3730 1.3712
R1 1.3720 1.3720 1.3711 1.3720
PP 1.3720 1.3720 1.3720 1.3720
S1 1.3710 1.3710 1.3709 1.3710
S2 1.3710 1.3710 1.3708
S3 1.3700 1.3700 1.3707
S4 1.3690 1.3690 1.3705
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3821 1.3803 1.3724
R3 1.3779 1.3761 1.3713
R2 1.3737 1.3737 1.3709
R1 1.3719 1.3719 1.3705 1.3707
PP 1.3695 1.3695 1.3695 1.3689
S1 1.3677 1.3677 1.3697 1.3665
S2 1.3653 1.3653 1.3693
S3 1.3611 1.3635 1.3689
S4 1.3569 1.3593 1.3678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3730 1.3671 0.0059 0.4% 0.0008 0.1% 66% True False 11
10 1.3730 1.3584 0.0146 1.1% 0.0004 0.0% 86% True False 13
20 1.3865 1.3464 0.0401 2.9% 0.0002 0.0% 61% False False 10
40 1.3911 1.3464 0.0447 3.3% 0.0001 0.0% 55% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3773
2.618 1.3756
1.618 1.3746
1.000 1.3740
0.618 1.3736
HIGH 1.3730
0.618 1.3726
0.500 1.3725
0.382 1.3724
LOW 1.3720
0.618 1.3714
1.000 1.3710
1.618 1.3704
2.618 1.3694
4.250 1.3678
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 1.3725 1.3707
PP 1.3720 1.3704
S1 1.3715 1.3702

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

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