CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 27-Aug-2008

Day Change Summary
	Previous	Current
	26-Aug-2008	27-Aug-2008	Change	Change %	Previous Week
Open	1.4498	1.4567	0.0069	0.5%	1.4519
High	1.4498	1.4567	0.0069	0.5%	1.4700
Low	1.4498	1.4567	0.0069	0.5%	1.4518
Close	1.4498	1.4559	0.0061	0.4%	1.4621
Range
ATR	0.0082	0.0081	-0.0001	-1.2%	0.0000
Volume	2	0	-2	-100.0%	394

Daily Pivots for day following 27-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4564	1.4562	1.4559
R3	1.4564	1.4562	1.4559
R2	1.4564	1.4564	1.4559
R1	1.4562	1.4562	1.4559	1.4563
PP	1.4564	1.4564	1.4564	1.4565
S1	1.4562	1.4562	1.4559	1.4563
S2	1.4564	1.4564	1.4559
S3	1.4564	1.4562	1.4559
S4	1.4564	1.4562	1.4559

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5159	1.5072	1.4721
R3	1.4977	1.4890	1.4671
R2	1.4795	1.4795	1.4654
R1	1.4708	1.4708	1.4638	1.4752
PP	1.4613	1.4613	1.4613	1.4635
S1	1.4526	1.4526	1.4604	1.4570
S2	1.4431	1.4431	1.4588
S3	1.4249	1.4344	1.4571
S4	1.4067	1.4162	1.4521

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4700	1.4498	0.0202	1.4%	0.0010	0.1%	30%	False	False	39
10	1.4700	1.4485	0.0215	1.5%	0.0023	0.2%	34%	False	False	42

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	1.4567
2.618	1.4567
1.618	1.4567
1.000	1.4567
0.618	1.4567
HIGH	1.4567
0.618	1.4567
0.500	1.4567
0.382	1.4567
LOW	1.4567
0.618	1.4567
1.000	1.4567
1.618	1.4567
2.618	1.4567
4.250	1.4567

Fisher Pivots for day following 27-Aug-2008
Pivot	1 day	3 day
R1	1.4567	1.4550
PP	1.4564	1.4541
S1	1.4562	1.4533

Download as Excel Spreadsheet

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

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