CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 28-Aug-2008

Day Change Summary
	Previous	Current
	27-Aug-2008	28-Aug-2008	Change	Change %	Previous Week
Open	1.4567	1.4609	0.0042	0.3%	1.4519
High	1.4567	1.4609	0.0042	0.3%	1.4700
Low	1.4567	1.4609	0.0042	0.3%	1.4518
Close	1.4559	1.4553	-0.0006	0.0%	1.4621
Range
ATR	0.0081	0.0079	-0.0002	-2.8%	0.0000
Volume	0	1	1		394

Daily Pivots for day following 28-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4590	1.4572	1.4553
R3	1.4590	1.4572	1.4553
R2	1.4590	1.4590	1.4553
R1	1.4572	1.4572	1.4553	1.4581
PP	1.4590	1.4590	1.4590	1.4595
S1	1.4572	1.4572	1.4553	1.4581
S2	1.4590	1.4590	1.4553
S3	1.4590	1.4572	1.4553
S4	1.4590	1.4572	1.4553

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	1.4670	1.4498	0.0172	1.2%	0.0002	0.0%	32%	False	False	39
10	1.4700	1.4485	0.0215	1.5%	0.0023	0.2%	32%	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	1.4609
2.618	1.4609
1.618	1.4609
1.000	1.4609
0.618	1.4609
HIGH	1.4609
0.618	1.4609
0.500	1.4609
0.382	1.4609
LOW	1.4609
0.618	1.4609
1.000	1.4609
1.618	1.4609
2.618	1.4609
4.250	1.4609

Fisher Pivots for day following 28-Aug-2008
Pivot	1 day	3 day
R1	1.4609	1.4554
PP	1.4590	1.4553
S1	1.4572	1.4553

Download as Excel Spreadsheet

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

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