CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 09-Jul-2007
Day Change Summary
Previous Current
06-Jul-2007 09-Jul-2007 Change Change % Previous Week
Open 1.3711 1.3712 0.0001 0.0% 1.3717
High 1.3715 1.3712 -0.0003 0.0% 1.3717
Low 1.3715 1.3712 -0.0003 0.0% 1.3690
Close 1.3711 1.3712 0.0001 0.0% 1.3711
Range
ATR 0.0000 0.0029 0.0029 0.0000
Volume 1 3 2 200.0% 17
Daily Pivots for day following 09-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3712 1.3712 1.3712
R3 1.3712 1.3712 1.3712
R2 1.3712 1.3712 1.3712
R1 1.3712 1.3712 1.3712 1.3712
PP 1.3712 1.3712 1.3712 1.3712
S1 1.3712 1.3712 1.3712 1.3712
S2 1.3712 1.3712 1.3712
S3 1.3712 1.3712 1.3712
S4 1.3712 1.3712 1.3712
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3787 1.3776 1.3726
R3 1.3760 1.3749 1.3718
R2 1.3733 1.3733 1.3716
R1 1.3722 1.3722 1.3713 1.3714
PP 1.3706 1.3706 1.3706 1.3702
S1 1.3695 1.3695 1.3709 1.3687
S2 1.3679 1.3679 1.3706
S3 1.3652 1.3668 1.3704
S4 1.3625 1.3641 1.3696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3717 1.3690 0.0027 0.2% 0.0000 0.0% 81% False False 4
10 1.3717 1.3526 0.0191 1.4% 0.0002 0.0% 97% False False 2
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 1.3712
2.618 1.3712
1.618 1.3712
1.000 1.3712
0.618 1.3712
HIGH 1.3712
0.618 1.3712
0.500 1.3712
0.382 1.3712
LOW 1.3712
0.618 1.3712
1.000 1.3712
1.618 1.3712
2.618 1.3712
4.250 1.3712
Fisher Pivots for day following 09-Jul-2007
Pivot 1 day 3 day
R1 1.3712 1.3709
PP 1.3712 1.3706
S1 1.3712 1.3703

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

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