CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 10-Oct-2007
Day Change Summary
Previous Current
09-Oct-2007 10-Oct-2007 Change Change % Previous Week
Open 1.4079 1.4202 0.0123 0.9% 1.4271
High 1.4148 1.4206 0.0058 0.4% 1.4268
Low 1.4079 1.4167 0.0088 0.6% 1.4115
Close 1.4136 1.4167 0.0031 0.2% 1.4173
Range 0.0069 0.0039 -0.0030 -43.5% 0.0153
ATR 0.0051 0.0053 0.0001 2.6% 0.0000
Volume 124 508 384 309.7% 1,834
Daily Pivots for day following 10-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4297 1.4271 1.4188
R3 1.4258 1.4232 1.4178
R2 1.4219 1.4219 1.4174
R1 1.4193 1.4193 1.4171 1.4187
PP 1.4180 1.4180 1.4180 1.4177
S1 1.4154 1.4154 1.4163 1.4148
S2 1.4141 1.4141 1.4160
S3 1.4102 1.4115 1.4156
S4 1.4063 1.4076 1.4146
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 1.4206 1.4079 0.0127 0.9% 0.0034 0.2% 69% True False 298
10 1.4305 1.4079 0.0226 1.6% 0.0038 0.3% 39% False False 337
20 1.4305 1.3905 0.0400 2.8% 0.0033 0.2% 66% False False 262
40 1.4305 1.3464 0.0841 5.9% 0.0018 0.1% 84% False False 144
60 1.4305 1.3464 0.0841 5.9% 0.0012 0.1% 84% False False 97
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 False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4372
2.618 1.4308
1.618 1.4269
1.000 1.4245
0.618 1.4230
HIGH 1.4206
0.618 1.4191
0.500 1.4187
0.382 1.4182
LOW 1.4167
0.618 1.4143
1.000 1.4128
1.618 1.4104
2.618 1.4065
4.250 1.4001
Fisher Pivots for day following 10-Oct-2007
Pivot 1 day 3 day
R1 1.4187 1.4159
PP 1.4180 1.4151
S1 1.4174 1.4143

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

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