CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 1.3854 1.3882 0.0028 0.2% 1.3673
High 1.3841 1.3882 0.0041 0.3% 1.3820
Low 1.3841 1.3882 0.0041 0.3% 1.3673
Close 1.3854 1.3882 0.0028 0.2% 1.3818
Range
ATR 0.0042 0.0041 -0.0001 -2.4% 0.0000
Volume 15 14 -1 -6.7% 66
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.3882 1.3882 1.3882
R3 1.3882 1.3882 1.3882
R2 1.3882 1.3882 1.3882
R1 1.3882 1.3882 1.3882 1.3882
PP 1.3882 1.3882 1.3882 1.3882
S1 1.3882 1.3882 1.3882 1.3882
S2 1.3882 1.3882 1.3882
S3 1.3882 1.3882 1.3882
S4 1.3882 1.3882 1.3882
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4211 1.4162 1.3899
R3 1.4064 1.4015 1.3858
R2 1.3917 1.3917 1.3845
R1 1.3868 1.3868 1.3831 1.3893
PP 1.3770 1.3770 1.3770 1.3783
S1 1.3721 1.3721 1.3805 1.3746
S2 1.3623 1.3623 1.3791
S3 1.3476 1.3574 1.3778
S4 1.3329 1.3427 1.3737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3882 1.3720 0.0162 1.2% 0.0002 0.0% 100% True False 18
10 1.3882 1.3671 0.0211 1.5% 0.0004 0.0% 100% True False 11
20 1.3882 1.3464 0.0418 3.0% 0.0002 0.0% 100% True False 12
40 1.3911 1.3464 0.0447 3.2% 0.0001 0.0% 94% False False 8
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 1.3882
2.618 1.3882
1.618 1.3882
1.000 1.3882
0.618 1.3882
HIGH 1.3882
0.618 1.3882
0.500 1.3882
0.382 1.3882
LOW 1.3882
0.618 1.3882
1.000 1.3882
1.618 1.3882
2.618 1.3882
4.250 1.3882
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 1.3882 1.3872
PP 1.3882 1.3861
S1 1.3882 1.3851

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

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