CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 1.4194 1.4138 -0.0056 -0.4% 1.4118
High 1.4210 1.4210 0.0000 0.0% 1.4305
Low 1.4186 1.4140 -0.0046 -0.3% 1.4105
Close 1.4187 1.4138 -0.0049 -0.3% 1.4303
Range 0.0024 0.0070 0.0046 191.7% 0.0200
ATR 0.0052 0.0053 0.0001 2.5% 0.0000
Volume 414 324 -90 -21.7% 980
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4373 1.4325 1.4177
R3 1.4303 1.4255 1.4157
R2 1.4233 1.4233 1.4151
R1 1.4185 1.4185 1.4144 1.4173
PP 1.4163 1.4163 1.4163 1.4157
S1 1.4115 1.4115 1.4132 1.4103
S2 1.4093 1.4093 1.4125
S3 1.4023 1.4045 1.4119
S4 1.3953 1.3975 1.4100
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 1.4140 0.0165 1.2% 0.0042 0.3% -1% False True 376
10 1.4305 1.4060 0.0245 1.7% 0.0036 0.3% 32% False False 280
20 1.4305 1.3741 0.0564 4.0% 0.0025 0.2% 70% False False 204
40 1.4305 1.3464 0.0841 5.9% 0.0014 0.1% 80% False False 107
60 1.4305 1.3464 0.0841 5.9% 0.0009 0.1% 80% False False 72
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.4508
2.618 1.4393
1.618 1.4323
1.000 1.4280
0.618 1.4253
HIGH 1.4210
0.618 1.4183
0.500 1.4175
0.382 1.4167
LOW 1.4140
0.618 1.4097
1.000 1.4070
1.618 1.4027
2.618 1.3957
4.250 1.3843
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 1.4175 1.4204
PP 1.4163 1.4182
S1 1.4150 1.4160

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

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