CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 18-Jan-2008
Day Change Summary
Previous Current
17-Jan-2008 18-Jan-2008 Change Change % Previous Week
Open 1.4685 1.4665 -0.0020 -0.1% 1.4779
High 1.4710 1.4687 -0.0023 -0.2% 1.4916
Low 1.4650 1.4597 -0.0053 -0.4% 1.4589
Close 1.4667 1.4618 -0.0049 -0.3% 1.4618
Range 0.0060 0.0090 0.0030 50.0% 0.0327
ATR 0.0102 0.0101 -0.0001 -0.8% 0.0000
Volume 302,395 194,283 -108,112 -35.8% 946,894
Daily Pivots for day following 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.4904 1.4851 1.4668
R3 1.4814 1.4761 1.4643
R2 1.4724 1.4724 1.4635
R1 1.4671 1.4671 1.4626 1.4653
PP 1.4634 1.4634 1.4634 1.4625
S1 1.4581 1.4581 1.4610 1.4563
S2 1.4544 1.4544 1.4602
S3 1.4454 1.4491 1.4593
S4 1.4364 1.4401 1.4569
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.5689 1.5480 1.4798
R3 1.5362 1.5153 1.4708
R2 1.5035 1.5035 1.4678
R1 1.4826 1.4826 1.4648 1.4767
PP 1.4708 1.4708 1.4708 1.4678
S1 1.4499 1.4499 1.4588 1.4440
S2 1.4381 1.4381 1.4558
S3 1.4054 1.4172 1.4528
S4 1.3727 1.3845 1.4438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4916 1.4589 0.0327 2.2% 0.0125 0.9% 9% False False 189,378
10 1.4916 1.4589 0.0327 2.2% 0.0097 0.7% 9% False False 169,721
20 1.4916 1.4327 0.0589 4.0% 0.0087 0.6% 49% False False 131,095
40 1.4917 1.4327 0.0590 4.0% 0.0073 0.5% 49% False False 93,213
60 1.4917 1.4232 0.0685 4.7% 0.0057 0.4% 56% False False 62,519
80 1.4917 1.4079 0.0838 5.7% 0.0052 0.4% 64% False False 46,985
100 1.4917 1.3671 0.1246 8.5% 0.0045 0.3% 76% False False 37,608
120 1.4917 1.3464 0.1453 9.9% 0.0037 0.3% 79% False False 31,341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5070
2.618 1.4923
1.618 1.4833
1.000 1.4777
0.618 1.4743
HIGH 1.4687
0.618 1.4653
0.500 1.4642
0.382 1.4631
LOW 1.4597
0.618 1.4541
1.000 1.4507
1.618 1.4451
2.618 1.4361
4.250 1.4215
Fisher Pivots for day following 18-Jan-2008
Pivot 1 day 3 day
R1 1.4642 1.4708
PP 1.4634 1.4678
S1 1.4626 1.4648

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

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