CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 13-Mar-2007
Day Change Summary
Previous Current
12-Mar-2007 13-Mar-2007 Change Change % Previous Week
Open 1.3277 1.3284 0.0007 0.1% 1.3175
High 1.3277 1.3284 0.0007 0.1% 1.3273
Low 1.3277 1.3284 0.0007 0.1% 1.3175
Close 1.3277 1.3284 0.0007 0.1% 1.3204
Range
ATR 0.0043 0.0041 -0.0003 -6.0% 0.0000
Volume 634 44 -590 -93.1% 93
Daily Pivots for day following 13-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3284 1.3284 1.3284
R3 1.3284 1.3284 1.3284
R2 1.3284 1.3284 1.3284
R1 1.3284 1.3284 1.3284 1.3284
PP 1.3284 1.3284 1.3284 1.3284
S1 1.3284 1.3284 1.3284 1.3284
S2 1.3284 1.3284 1.3284
S3 1.3284 1.3284 1.3284
S4 1.3284 1.3284 1.3284
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.3511 1.3456 1.3258
R3 1.3413 1.3358 1.3231
R2 1.3315 1.3315 1.3222
R1 1.3260 1.3260 1.3213 1.3288
PP 1.3217 1.3217 1.3217 1.3231
S1 1.3162 1.3162 1.3195 1.3190
S2 1.3119 1.3119 1.3186
S3 1.3021 1.3064 1.3177
S4 1.2923 1.2966 1.3150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3284 1.3190 0.0094 0.7% 0.0003 0.0% 100% True False 140
10 1.3329 1.3175 0.0154 1.2% 0.0007 0.1% 71% False False 78
20 1.3350 1.3140 0.0210 1.6% 0.0004 0.0% 69% False False 43
40 1.3350 1.3024 0.0326 2.5% 0.0005 0.0% 80% False False 24
60 1.3417 1.3012 0.0405 3.0% 0.0003 0.0% 67% False False 22
80 1.3472 1.2949 0.0523 3.9% 0.0002 0.0% 64% False False 18
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 -0.0002
Fibonacci Retracements and Extensions
4.250 1.3284
2.618 1.3284
1.618 1.3284
1.000 1.3284
0.618 1.3284
HIGH 1.3284
0.618 1.3284
0.500 1.3284
0.382 1.3284
LOW 1.3284
0.618 1.3284
1.000 1.3284
1.618 1.3284
2.618 1.3284
4.250 1.3284
Fisher Pivots for day following 13-Mar-2007
Pivot 1 day 3 day
R1 1.3284 1.3268
PP 1.3284 1.3253
S1 1.3284 1.3237

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

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