CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 25-Sep-2007
Day Change Summary
Previous Current
24-Sep-2007 25-Sep-2007 Change Change % Previous Week
Open 1.4118 1.4175 0.0057 0.4% 1.3925
High 1.4128 1.4182 0.0054 0.4% 1.4122
Low 1.4105 1.4163 0.0058 0.4% 1.3905
Close 1.4118 1.4175 0.0057 0.4% 1.4112
Range 0.0023 0.0019 -0.0004 -17.4% 0.0217
ATR 0.0045 0.0046 0.0001 3.1% 0.0000
Volume 166 105 -61 -36.7% 998
Daily Pivots for day following 25-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4230 1.4222 1.4185
R3 1.4211 1.4203 1.4180
R2 1.4192 1.4192 1.4178
R1 1.4184 1.4184 1.4177 1.4185
PP 1.4173 1.4173 1.4173 1.4174
S1 1.4165 1.4165 1.4173 1.4166
S2 1.4154 1.4154 1.4172
S3 1.4135 1.4146 1.4170
S4 1.4116 1.4127 1.4165
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4697 1.4622 1.4231
R3 1.4480 1.4405 1.4172
R2 1.4263 1.4263 1.4152
R1 1.4188 1.4188 1.4132 1.4226
PP 1.4046 1.4046 1.4046 1.4065
S1 1.3971 1.3971 1.4092 1.4009
S2 1.3829 1.3829 1.4072
S3 1.3612 1.3754 1.4052
S4 1.3395 1.3537 1.3993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4182 1.3974 0.0208 1.5% 0.0032 0.2% 97% True False 159
10 1.4182 1.3905 0.0277 2.0% 0.0028 0.2% 97% True False 195
20 1.4182 1.3671 0.0511 3.6% 0.0016 0.1% 99% True False 103
40 1.4182 1.3464 0.0718 5.1% 0.0008 0.1% 99% True False 56
60 1.4182 1.3464 0.0718 5.1% 0.0005 0.0% 99% True False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4263
2.618 1.4232
1.618 1.4213
1.000 1.4201
0.618 1.4194
HIGH 1.4182
0.618 1.4175
0.500 1.4173
0.382 1.4170
LOW 1.4163
0.618 1.4151
1.000 1.4144
1.618 1.4132
2.618 1.4113
4.250 1.4082
Fisher Pivots for day following 25-Sep-2007
Pivot 1 day 3 day
R1 1.4174 1.4162
PP 1.4173 1.4149
S1 1.4173 1.4136

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

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