CME Euro FX Future March 2009

Trading Metrics calculated at close of trading on 19-Sep-2008

Day Change Summary
	Previous	Current
	18-Sep-2008	19-Sep-2008	Change	Change %	Previous Week
Open	1.4327	1.4383	0.0056	0.4%	1.4057
High	1.4327	1.4383	0.0056	0.4%	1.4383
Low	1.4327	1.4383	0.0056	0.4%	1.3970
Close	1.4327	1.4383	0.0056	0.4%	1.4383
Range
ATR
Volume	491	461	-30	-6.1%	1,488

Daily Pivots for day following 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4383	1.4383	1.4383
R3	1.4383	1.4383	1.4383
R2	1.4383	1.4383	1.4383
R1	1.4383	1.4383	1.4383	1.4383
PP	1.4383	1.4383	1.4383	1.4383
S1	1.4383	1.4383	1.4383	1.4383
S2	1.4383	1.4383	1.4383
S3	1.4383	1.4383	1.4383
S4	1.4383	1.4383	1.4383

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5484	1.5347	1.4610
R3	1.5071	1.4934	1.4497
R2	1.4658	1.4658	1.4459
R1	1.4521	1.4521	1.4421	1.4590
PP	1.4245	1.4245	1.4245	1.4280
S1	1.4108	1.4108	1.4345	1.4177
S2	1.3832	1.3832	1.4307
S3	1.3419	1.3695	1.4269
S4	1.3006	1.3282	1.4156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4383	1.3970	0.0413	2.9%	0.0031	0.2%	100%	True	False	297
10	1.4383	1.3811	0.0572	4.0%	0.0016	0.1%	100%	True	False	160

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007

Fibonacci Retracements and Extensions
4.250	1.4383
2.618	1.4383
1.618	1.4383
1.000	1.4383
0.618	1.4383
HIGH	1.4383
0.618	1.4383
0.500	1.4383
0.382	1.4383
LOW	1.4383
0.618	1.4383
1.000	1.4383
1.618	1.4383
2.618	1.4383
4.250	1.4383

Fisher Pivots for day following 19-Sep-2008
Pivot	1 day	3 day
R1	1.4383	1.4371
PP	1.4383	1.4359
S1	1.4383	1.4347

Download as Excel Spreadsheet

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

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