CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 28-Sep-2007
Day Change Summary
Previous Current
27-Sep-2007 28-Sep-2007 Change Change % Previous Week
Open 1.4190 1.4300 0.0110 0.8% 1.4118
High 1.4215 1.4305 0.0090 0.6% 1.4305
Low 1.4172 1.4240 0.0068 0.5% 1.4105
Close 1.4190 1.4303 0.0113 0.8% 1.4303
Range 0.0043 0.0065 0.0022 51.2% 0.0200
ATR 0.0045 0.0050 0.0005 11.1% 0.0000
Volume 89 419 330 370.8% 980
Daily Pivots for day following 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4478 1.4455 1.4339
R3 1.4413 1.4390 1.4321
R2 1.4348 1.4348 1.4315
R1 1.4325 1.4325 1.4309 1.4337
PP 1.4283 1.4283 1.4283 1.4288
S1 1.4260 1.4260 1.4297 1.4272
S2 1.4218 1.4218 1.4291
S3 1.4153 1.4195 1.4285
S4 1.4088 1.4130 1.4267
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4838 1.4770 1.4413
R3 1.4638 1.4570 1.4358
R2 1.4438 1.4438 1.4340
R1 1.4370 1.4370 1.4321 1.4404
PP 1.4238 1.4238 1.4238 1.4255
S1 1.4170 1.4170 1.4285 1.4204
S2 1.4038 1.4038 1.4266
S3 1.3838 1.3970 1.4248
S4 1.3638 1.3770 1.4193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4305 1.4105 0.0200 1.4% 0.0033 0.2% 99% True False 196
10 1.4305 1.3905 0.0400 2.8% 0.0039 0.3% 100% True False 197
20 1.4305 1.3673 0.0632 4.4% 0.0021 0.1% 100% True False 137
40 1.4305 1.3464 0.0841 5.9% 0.0011 0.1% 100% True False 73
60 1.4305 1.3464 0.0841 5.9% 0.0007 0.1% 100% True False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4581
2.618 1.4475
1.618 1.4410
1.000 1.4370
0.618 1.4345
HIGH 1.4305
0.618 1.4280
0.500 1.4273
0.382 1.4265
LOW 1.4240
0.618 1.4200
1.000 1.4175
1.618 1.4135
2.618 1.4070
4.250 1.3964
Fisher Pivots for day following 28-Sep-2007
Pivot 1 day 3 day
R1 1.4293 1.4278
PP 1.4283 1.4253
S1 1.4273 1.4228

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

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