CME Euro FX (E) Future March 2009

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

Day Change Summary
	Previous	Current
	18-Aug-2008	19-Aug-2008	Change	Change %	Previous Week
Open	1.4519	1.4642	0.0123	0.8%	1.4807
High	1.4545	1.4642	0.0097	0.7%	1.4807
Low	1.4518	1.4615	0.0097	0.7%	1.4485
Close	1.4543	1.4613	0.0070	0.5%	1.4523
Range	0.0027	0.0027	0.0000	0.0%	0.0322
ATR
Volume	15	206	191	1,273.3%	221

Daily Pivots for day following 19-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4704	1.4686	1.4628
R3	1.4677	1.4659	1.4620
R2	1.4650	1.4650	1.4618
R1	1.4632	1.4632	1.4615	1.4628
PP	1.4623	1.4623	1.4623	1.4621
S1	1.4605	1.4605	1.4611	1.4601
S2	1.4596	1.4596	1.4608
S3	1.4569	1.4578	1.4606
S4	1.4542	1.4551	1.4598

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5571	1.5369	1.4700
R3	1.5249	1.5047	1.4612
R2	1.4927	1.4927	1.4582
R1	1.4725	1.4725	1.4553	1.4665
PP	1.4605	1.4605	1.4605	1.4575
S1	1.4403	1.4403	1.4493	1.4343
S2	1.4283	1.4283	1.4464
S3	1.3961	1.4081	1.4434
S4	1.3639	1.3759	1.4346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4768	1.4485	0.0283	1.9%	0.0036	0.2%	45%	False	False	44
10	1.5243	1.4485	0.0758	5.2%	0.0044	0.3%	17%	False	False	44

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	0.0000

Fibonacci Retracements and Extensions
4.250	1.4757
2.618	1.4713
1.618	1.4686
1.000	1.4669
0.618	1.4659
HIGH	1.4642
0.618	1.4632
0.500	1.4629
0.382	1.4625
LOW	1.4615
0.618	1.4598
1.000	1.4588
1.618	1.4571
2.618	1.4544
4.250	1.4500

Fisher Pivots for day following 19-Aug-2008
Pivot	1 day	3 day
R1	1.4629	1.4597
PP	1.4623	1.4580
S1	1.4618	1.4564

Download as Excel Spreadsheet

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

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