CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 09-Oct-2007
Day Change Summary
Previous Current
08-Oct-2007 09-Oct-2007 Change Change % Previous Week
Open 1.4173 1.4079 -0.0094 -0.7% 1.4271
High 1.4173 1.4148 -0.0025 -0.2% 1.4268
Low 1.4173 1.4079 -0.0094 -0.7% 1.4115
Close 1.4173 1.4136 -0.0037 -0.3% 1.4173
Range 0.0000 0.0069 0.0069 0.0153
ATR 0.0048 0.0051 0.0003 6.9% 0.0000
Volume 403 124 -279 -69.2% 1,834
Daily Pivots for day following 09-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4328 1.4301 1.4174
R3 1.4259 1.4232 1.4155
R2 1.4190 1.4190 1.4149
R1 1.4163 1.4163 1.4142 1.4177
PP 1.4121 1.4121 1.4121 1.4128
S1 1.4094 1.4094 1.4130 1.4108
S2 1.4052 1.4052 1.4123
S3 1.3983 1.4025 1.4117
S4 1.3914 1.3956 1.4098
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 1.4079 0.0131 0.9% 0.0040 0.3% 44% False True 262
10 1.4305 1.4079 0.0226 1.6% 0.0035 0.3% 25% False True 307
20 1.4305 1.3905 0.0400 2.8% 0.0032 0.2% 58% False False 251
40 1.4305 1.3464 0.0841 5.9% 0.0017 0.1% 80% False False 131
60 1.4305 1.3464 0.0841 5.9% 0.0011 0.1% 80% False False 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4441
2.618 1.4329
1.618 1.4260
1.000 1.4217
0.618 1.4191
HIGH 1.4148
0.618 1.4122
0.500 1.4114
0.382 1.4105
LOW 1.4079
0.618 1.4036
1.000 1.4010
1.618 1.3967
2.618 1.3898
4.250 1.3786
Fisher Pivots for day following 09-Oct-2007
Pivot 1 day 3 day
R1 1.4129 1.4133
PP 1.4121 1.4129
S1 1.4114 1.4126

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

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