CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary
Previous Current
26-Sep-2007 27-Sep-2007 Change Change % Previous Week
Open 1.4165 1.4190 0.0025 0.2% 1.3925
High 1.4165 1.4215 0.0050 0.4% 1.4122
Low 1.4150 1.4172 0.0022 0.2% 1.3905
Close 1.4165 1.4190 0.0025 0.2% 1.4112
Range 0.0015 0.0043 0.0028 186.7% 0.0217
ATR 0.0045 0.0045 0.0000 0.9% 0.0000
Volume 201 89 -112 -55.7% 998
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4321 1.4299 1.4214
R3 1.4278 1.4256 1.4202
R2 1.4235 1.4235 1.4198
R1 1.4213 1.4213 1.4194 1.4212
PP 1.4192 1.4192 1.4192 1.4192
S1 1.4170 1.4170 1.4186 1.4169
S2 1.4149 1.4149 1.4182
S3 1.4106 1.4127 1.4178
S4 1.4063 1.4084 1.4166
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 1.4215 1.4090 0.0125 0.9% 0.0026 0.2% 80% True False 184
10 1.4215 1.3905 0.0310 2.2% 0.0032 0.2% 92% True False 194
20 1.4215 1.3671 0.0544 3.8% 0.0019 0.1% 95% True False 117
40 1.4215 1.3464 0.0751 5.3% 0.0010 0.1% 97% True False 63
60 1.4215 1.3464 0.0751 5.3% 0.0006 0.0% 97% True False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4398
2.618 1.4328
1.618 1.4285
1.000 1.4258
0.618 1.4242
HIGH 1.4215
0.618 1.4199
0.500 1.4194
0.382 1.4188
LOW 1.4172
0.618 1.4145
1.000 1.4129
1.618 1.4102
2.618 1.4059
4.250 1.3989
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 1.4194 1.4188
PP 1.4192 1.4185
S1 1.4191 1.4183

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

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