CME Euro FX Future March 2008

Trading Metrics calculated at close of trading on 13-Jul-2007

Day Change Summary
	Previous	Current
	12-Jul-2007	13-Jul-2007	Change	Change %	Previous Week
Open	1.3871	1.3875	0.0004	0.0%	1.3712
High	1.3871	1.3875	0.0004	0.0%	1.3875
Low	1.3871	1.3875	0.0004	0.0%	1.3712
Close	1.3871	1.3875	0.0004	0.0%	1.3875
Range
ATR	0.0033	0.0031	-0.0002	-6.3%	0.0000
Volume

Daily Pivots for day following 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3875	1.3875	1.3875
R3	1.3875	1.3875	1.3875
R2	1.3875	1.3875	1.3875
R1	1.3875	1.3875	1.3875	1.3875
PP	1.3875	1.3875	1.3875	1.3875
S1	1.3875	1.3875	1.3875	1.3875
S2	1.3875	1.3875	1.3875
S3	1.3875	1.3875	1.3875
S4	1.3875	1.3875	1.3875

Weekly Pivots for week ending 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4310	1.4255	1.3965
R3	1.4147	1.4092	1.3920
R2	1.3984	1.3984	1.3905
R1	1.3929	1.3929	1.3890	1.3957
PP	1.3821	1.3821	1.3821	1.3834
S1	1.3766	1.3766	1.3860	1.3794
S2	1.3658	1.3658	1.3845
S3	1.3495	1.3603	1.3830
S4	1.3332	1.3440	1.3785

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3875	1.3712	0.0163	1.2%	0.0000	0.0%	100%	True	False	1
10	1.3875	1.3626	0.0249	1.8%	0.0000	0.0%	100%	True	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	1.3875
2.618	1.3875
1.618	1.3875
1.000	1.3875
0.618	1.3875
HIGH	1.3875
0.618	1.3875
0.500	1.3875
0.382	1.3875
LOW	1.3875
0.618	1.3875
1.000	1.3875
1.618	1.3875
2.618	1.3875
4.250	1.3875

Fisher Pivots for day following 13-Jul-2007
Pivot	1 day	3 day
R1	1.3875	1.3871
PP	1.3875	1.3867
S1	1.3875	1.3863

Download as Excel Spreadsheet

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

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