CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 04-Oct-2007
Day Change Summary
Previous Current
03-Oct-2007 04-Oct-2007 Change Change % Previous Week
Open 1.4138 1.4116 -0.0022 -0.2% 1.4118
High 1.4210 1.4175 -0.0035 -0.2% 1.4305
Low 1.4140 1.4115 -0.0025 -0.2% 1.4105
Close 1.4138 1.4149 0.0011 0.1% 1.4303
Range 0.0070 0.0060 -0.0010 -14.3% 0.0200
ATR 0.0053 0.0054 0.0000 0.9% 0.0000
Volume 324 268 -56 -17.3% 980
Daily Pivots for day following 04-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4326 1.4298 1.4182
R3 1.4266 1.4238 1.4166
R2 1.4206 1.4206 1.4160
R1 1.4178 1.4178 1.4155 1.4192
PP 1.4146 1.4146 1.4146 1.4154
S1 1.4118 1.4118 1.4144 1.4132
S2 1.4086 1.4086 1.4138
S3 1.4026 1.4058 1.4133
S4 1.3966 1.3998 1.4116
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 1.4115 0.0190 1.3% 0.0045 0.3% 18% False True 412
10 1.4305 1.4090 0.0215 1.5% 0.0036 0.3% 27% False False 298
20 1.4305 1.3820 0.0485 3.4% 0.0028 0.2% 68% False False 216
40 1.4305 1.3464 0.0841 5.9% 0.0015 0.1% 81% False False 114
60 1.4305 1.3464 0.0841 5.9% 0.0010 0.1% 81% False False 77
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4430
2.618 1.4332
1.618 1.4272
1.000 1.4235
0.618 1.4212
HIGH 1.4175
0.618 1.4152
0.500 1.4145
0.382 1.4138
LOW 1.4115
0.618 1.4078
1.000 1.4055
1.618 1.4018
2.618 1.3958
4.250 1.3860
Fisher Pivots for day following 04-Oct-2007
Pivot 1 day 3 day
R1 1.4148 1.4163
PP 1.4146 1.4158
S1 1.4145 1.4154

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

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