CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 26-Sep-2007
Day Change Summary
Previous Current
25-Sep-2007 26-Sep-2007 Change Change % Previous Week
Open 1.4175 1.4165 -0.0010 -0.1% 1.3925
High 1.4182 1.4165 -0.0017 -0.1% 1.4122
Low 1.4163 1.4150 -0.0013 -0.1% 1.3905
Close 1.4175 1.4165 -0.0010 -0.1% 1.4112
Range 0.0019 0.0015 -0.0004 -21.1% 0.0217
ATR 0.0046 0.0045 -0.0002 -3.3% 0.0000
Volume 105 201 96 91.4% 998
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4205 1.4200 1.4173
R3 1.4190 1.4185 1.4169
R2 1.4175 1.4175 1.4168
R1 1.4170 1.4170 1.4166 1.4173
PP 1.4160 1.4160 1.4160 1.4161
S1 1.4155 1.4155 1.4164 1.4158
S2 1.4145 1.4145 1.4162
S3 1.4130 1.4140 1.4161
S4 1.4115 1.4125 1.4157
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 1.4060 0.0122 0.9% 0.0030 0.2% 86% False False 183
10 1.4182 1.3905 0.0277 2.0% 0.0028 0.2% 94% False False 187
20 1.4182 1.3671 0.0511 3.6% 0.0017 0.1% 97% False False 112
40 1.4182 1.3464 0.0718 5.1% 0.0008 0.1% 98% False False 60
60 1.4182 1.3464 0.0718 5.1% 0.0006 0.0% 98% False False 41
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4229
2.618 1.4204
1.618 1.4189
1.000 1.4180
0.618 1.4174
HIGH 1.4165
0.618 1.4159
0.500 1.4158
0.382 1.4156
LOW 1.4150
0.618 1.4141
1.000 1.4135
1.618 1.4126
2.618 1.4111
4.250 1.4086
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 1.4163 1.4158
PP 1.4160 1.4151
S1 1.4158 1.4144

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

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