CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 1.3992 1.4120 0.0128 0.9% 1.3854
High 1.3998 1.4122 0.0124 0.9% 1.3950
Low 1.3974 1.4060 0.0086 0.6% 1.3841
Close 1.3992 1.4107 0.0115 0.8% 1.3924
Range 0.0024 0.0062 0.0038 158.3% 0.0109
ATR 0.0041 0.0048 0.0006 15.4% 0.0000
Volume 80 82 2 2.5% 710
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4282 1.4257 1.4141
R3 1.4220 1.4195 1.4124
R2 1.4158 1.4158 1.4118
R1 1.4133 1.4133 1.4113 1.4115
PP 1.4096 1.4096 1.4096 1.4087
S1 1.4071 1.4071 1.4101 1.4053
S2 1.4034 1.4034 1.4096
S3 1.3972 1.4009 1.4090
S4 1.3910 1.3947 1.4073
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4232 1.4187 1.3984
R3 1.4123 1.4078 1.3954
R2 1.4014 1.4014 1.3944
R1 1.3969 1.3969 1.3934 1.3992
PP 1.3905 1.3905 1.3905 1.3916
S1 1.3860 1.3860 1.3914 1.3883
S2 1.3796 1.3796 1.3904
S3 1.3687 1.3751 1.3894
S4 1.3578 1.3642 1.3864
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4122 1.3905 0.0217 1.5% 0.0039 0.3% 93% True False 203
10 1.4122 1.3820 0.0302 2.1% 0.0021 0.1% 95% True False 134
20 1.4122 1.3608 0.0514 3.6% 0.0012 0.1% 97% True False 72
40 1.4122 1.3464 0.0658 4.7% 0.0006 0.0% 98% True False 40
60 1.4122 1.3464 0.0658 4.7% 0.0004 0.0% 98% True False 27
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4386
2.618 1.4284
1.618 1.4222
1.000 1.4184
0.618 1.4160
HIGH 1.4122
0.618 1.4098
0.500 1.4091
0.382 1.4084
LOW 1.4060
0.618 1.4022
1.000 1.3998
1.618 1.3960
2.618 1.3898
4.250 1.3797
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 1.4102 1.4078
PP 1.4096 1.4050
S1 1.4091 1.4021

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

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