CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 08-Oct-2007
Day Change Summary
Previous Current
05-Oct-2007 08-Oct-2007 Change Change % Previous Week
Open 1.4173 1.4173 0.0000 0.0% 1.4271
High 1.4173 1.4173 0.0000 0.0% 1.4268
Low 1.4173 1.4173 0.0000 0.0% 1.4115
Close 1.4173 1.4173 0.0000 0.0% 1.4173
Range
ATR 0.0052 0.0048 -0.0004 -7.1% 0.0000
Volume 191 403 212 111.0% 1,834
Daily Pivots for day following 08-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4173 1.4173 1.4173
R3 1.4173 1.4173 1.4173
R2 1.4173 1.4173 1.4173
R1 1.4173 1.4173 1.4173 1.4173
PP 1.4173 1.4173 1.4173 1.4173
S1 1.4173 1.4173 1.4173 1.4173
S2 1.4173 1.4173 1.4173
S3 1.4173 1.4173 1.4173
S4 1.4173 1.4173 1.4173
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4644 1.4562 1.4257
R3 1.4491 1.4409 1.4215
R2 1.4338 1.4338 1.4201
R1 1.4256 1.4256 1.4187 1.4221
PP 1.4185 1.4185 1.4185 1.4168
S1 1.4103 1.4103 1.4159 1.4068
S2 1.4032 1.4032 1.4145
S3 1.3879 1.3950 1.4131
S4 1.3726 1.3797 1.4089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4210 1.4115 0.0095 0.7% 0.0031 0.2% 61% False False 320
10 1.4305 1.4115 0.0190 1.3% 0.0030 0.2% 31% False False 305
20 1.4305 1.3882 0.0423 3.0% 0.0028 0.2% 69% False False 245
40 1.4305 1.3464 0.0841 5.9% 0.0015 0.1% 84% False False 128
60 1.4305 1.3464 0.0841 5.9% 0.0010 0.1% 84% False False 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Fibonacci Retracements and Extensions
4.250 1.4173
2.618 1.4173
1.618 1.4173
1.000 1.4173
0.618 1.4173
HIGH 1.4173
0.618 1.4173
0.500 1.4173
0.382 1.4173
LOW 1.4173
0.618 1.4173
1.000 1.4173
1.618 1.4173
2.618 1.4173
4.250 1.4173
Fisher Pivots for day following 08-Oct-2007
Pivot 1 day 3 day
R1 1.4173 1.4164
PP 1.4173 1.4154
S1 1.4173 1.4145

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

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