CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 01-Oct-2007
Day Change Summary
Previous Current
28-Sep-2007 01-Oct-2007 Change Change % Previous Week
Open 1.4300 1.4271 -0.0029 -0.2% 1.4118
High 1.4305 1.4268 -0.0037 -0.3% 1.4305
Low 1.4240 1.4260 0.0020 0.1% 1.4105
Close 1.4303 1.4271 -0.0032 -0.2% 1.4303
Range 0.0065 0.0008 -0.0057 -87.7% 0.0200
ATR 0.0050 0.0049 0.0000 -1.0% 0.0000
Volume 419 637 218 52.0% 980
Daily Pivots for day following 01-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4290 1.4289 1.4275
R3 1.4282 1.4281 1.4273
R2 1.4274 1.4274 1.4272
R1 1.4273 1.4273 1.4272 1.4275
PP 1.4266 1.4266 1.4266 1.4268
S1 1.4265 1.4265 1.4270 1.4267
S2 1.4258 1.4258 1.4270
S3 1.4250 1.4257 1.4269
S4 1.4242 1.4249 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 1.4150 0.0155 1.1% 0.0030 0.2% 78% False False 290
10 1.4305 1.3920 0.0385 2.7% 0.0038 0.3% 91% False False 230
20 1.4305 1.3673 0.0632 4.4% 0.0021 0.1% 95% False False 169
40 1.4305 1.3464 0.0841 5.9% 0.0011 0.1% 96% False False 89
60 1.4305 1.3464 0.0841 5.9% 0.0008 0.1% 96% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.4302
2.618 1.4289
1.618 1.4281
1.000 1.4276
0.618 1.4273
HIGH 1.4268
0.618 1.4265
0.500 1.4264
0.382 1.4263
LOW 1.4260
0.618 1.4255
1.000 1.4252
1.618 1.4247
2.618 1.4239
4.250 1.4226
Fisher Pivots for day following 01-Oct-2007
Pivot 1 day 3 day
R1 1.4269 1.4260
PP 1.4266 1.4249
S1 1.4264 1.4239

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

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