CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 06-Sep-2007
Day Change Summary
Previous Current
05-Sep-2007 06-Sep-2007 Change Change % Previous Week
Open 1.3730 1.3741 0.0011 0.1% 1.3704
High 1.3730 1.3741 0.0011 0.1% 1.3713
Low 1.3720 1.3741 0.0021 0.2% 1.3671
Close 1.3710 1.3741 0.0031 0.2% 1.3701
Range 0.0010 0.0000 -0.0010 -100.0% 0.0042
ATR 0.0041 0.0040 -0.0001 -1.8% 0.0000
Volume 44 18 -26 -59.1% 33
Daily Pivots for day following 06-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.3741 1.3741 1.3741
R3 1.3741 1.3741 1.3741
R2 1.3741 1.3741 1.3741
R1 1.3741 1.3741 1.3741 1.3741
PP 1.3741 1.3741 1.3741 1.3741
S1 1.3741 1.3741 1.3741 1.3741
S2 1.3741 1.3741 1.3741
S3 1.3741 1.3741 1.3741
S4 1.3741 1.3741 1.3741
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 1.3741 1.3671 0.0070 0.5% 0.0008 0.1% 100% True False 14
10 1.3741 1.3608 0.0133 1.0% 0.0004 0.0% 100% True False 11
20 1.3765 1.3464 0.0301 2.2% 0.0002 0.0% 92% False False 11
40 1.3911 1.3464 0.0447 3.3% 0.0001 0.0% 62% False False 7
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3741
2.618 1.3741
1.618 1.3741
1.000 1.3741
0.618 1.3741
HIGH 1.3741
0.618 1.3741
0.500 1.3741
0.382 1.3741
LOW 1.3741
0.618 1.3741
1.000 1.3741
1.618 1.3741
2.618 1.3741
4.250 1.3741
Fisher Pivots for day following 06-Sep-2007
Pivot 1 day 3 day
R1 1.3741 1.3730
PP 1.3741 1.3718
S1 1.3741 1.3707

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

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