CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 1.4516 1.4484 -0.0032 -0.2% 1.4409
High 1.4540 1.4484 -0.0056 -0.4% 1.4540
Low 1.4525 1.4475 -0.0050 -0.3% 1.4399
Close 1.4516 1.4489 -0.0027 -0.2% 1.4516
Range 0.0015 0.0009 -0.0006 -40.0% 0.0141
ATR 0.0063 0.0061 -0.0002 -2.5% 0.0000
Volume 1,158 877 -281 -24.3% 4,406
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4510 1.4508 1.4494
R3 1.4501 1.4499 1.4491
R2 1.4492 1.4492 1.4491
R1 1.4490 1.4490 1.4490 1.4491
PP 1.4483 1.4483 1.4483 1.4483
S1 1.4481 1.4481 1.4488 1.4482
S2 1.4474 1.4474 1.4487
S3 1.4465 1.4472 1.4487
S4 1.4456 1.4463 1.4484
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4908 1.4853 1.4594
R3 1.4767 1.4712 1.4555
R2 1.4626 1.4626 1.4542
R1 1.4571 1.4571 1.4529 1.4599
PP 1.4485 1.4485 1.4485 1.4499
S1 1.4430 1.4430 1.4503 1.4458
S2 1.4344 1.4344 1.4490
S3 1.4203 1.4289 1.4477
S4 1.4062 1.4148 1.4438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4540 1.4438 0.0102 0.7% 0.0015 0.1% 50% False False 911
10 1.4540 1.4232 0.0308 2.1% 0.0023 0.2% 83% False False 960
20 1.4540 1.4079 0.0461 3.2% 0.0034 0.2% 89% False False 714
40 1.4540 1.3882 0.0658 4.5% 0.0031 0.2% 92% False False 479
60 1.4540 1.3464 0.1076 7.4% 0.0022 0.1% 95% False False 323
80 1.4540 1.3464 0.1076 7.4% 0.0016 0.1% 95% False False 244
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4522
2.618 1.4508
1.618 1.4499
1.000 1.4493
0.618 1.4490
HIGH 1.4484
0.618 1.4481
0.500 1.4480
0.382 1.4478
LOW 1.4475
0.618 1.4469
1.000 1.4466
1.618 1.4460
2.618 1.4451
4.250 1.4437
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 1.4486 1.4493
PP 1.4483 1.4491
S1 1.4480 1.4490

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

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