CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 1.3273 1.3227 -0.0046 -0.3% 1.3284
High 1.3273 1.3227 -0.0046 -0.3% 1.3350
Low 1.3273 1.3227 -0.0046 -0.3% 1.3255
Close 1.3273 1.3227 -0.0046 -0.3% 1.3285
Range
ATR 0.0041 0.0041 0.0000 0.9% 0.0000
Volume 7 6 -1 -14.3% 25
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3227 1.3227 1.3227
R3 1.3227 1.3227 1.3227
R2 1.3227 1.3227 1.3227
R1 1.3227 1.3227 1.3227 1.3227
PP 1.3227 1.3227 1.3227 1.3227
S1 1.3227 1.3227 1.3227 1.3227
S2 1.3227 1.3227 1.3227
S3 1.3227 1.3227 1.3227
S4 1.3227 1.3227 1.3227
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3582 1.3528 1.3337
R3 1.3487 1.3433 1.3311
R2 1.3392 1.3392 1.3302
R1 1.3338 1.3338 1.3294 1.3365
PP 1.3297 1.3297 1.3297 1.3310
S1 1.3243 1.3243 1.3276 1.3270
S2 1.3202 1.3202 1.3268
S3 1.3107 1.3148 1.3259
S4 1.3012 1.3053 1.3233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3290 1.3175 0.0115 0.9% 0.0011 0.1% 45% False False 16
10 1.3350 1.3175 0.0175 1.3% 0.0006 0.0% 30% False False 16
20 1.3350 1.3070 0.0280 2.1% 0.0004 0.0% 56% False False 9
40 1.3350 1.3012 0.0338 2.6% 0.0005 0.0% 64% False False 11
60 1.3417 1.3012 0.0405 3.1% 0.0003 0.0% 53% False False 10
80 1.3472 1.2949 0.0523 4.0% 0.0002 0.0% 53% False False 9
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 -0.0004
Fibonacci Retracements and Extensions
4.250 1.3227
2.618 1.3227
1.618 1.3227
1.000 1.3227
0.618 1.3227
HIGH 1.3227
0.618 1.3227
0.500 1.3227
0.382 1.3227
LOW 1.3227
0.618 1.3227
1.000 1.3227
1.618 1.3227
2.618 1.3227
4.250 1.3227
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 1.3227 1.3243
PP 1.3227 1.3238
S1 1.3227 1.3232

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

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