CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 1.3819 1.3724 -0.0095 -0.7% 1.3887
High 1.3819 1.3724 -0.0095 -0.7% 1.3911
Low 1.3819 1.3724 -0.0095 -0.7% 1.3724
Close 1.3819 1.3724 -0.0095 -0.7% 1.3724
Range
ATR 0.0031 0.0035 0.0005 14.9% 0.0000
Volume 8 0 -8 -100.0% 24
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3724 1.3724 1.3724
R3 1.3724 1.3724 1.3724
R2 1.3724 1.3724 1.3724
R1 1.3724 1.3724 1.3724 1.3724
PP 1.3724 1.3724 1.3724 1.3724
S1 1.3724 1.3724 1.3724 1.3724
S2 1.3724 1.3724 1.3724
S3 1.3724 1.3724 1.3724
S4 1.3724 1.3724 1.3724
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.4347 1.4223 1.3827
R3 1.4160 1.4036 1.3775
R2 1.3973 1.3973 1.3758
R1 1.3849 1.3849 1.3741 1.3818
PP 1.3786 1.3786 1.3786 1.3771
S1 1.3662 1.3662 1.3707 1.3631
S2 1.3599 1.3599 1.3690
S3 1.3412 1.3475 1.3673
S4 1.3225 1.3288 1.3621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3911 1.3724 0.0187 1.4% 0.0000 0.0% 0% False True 4
10 1.3911 1.3724 0.0187 1.4% 0.0000 0.0% 0% False True 3
20 1.3911 1.3626 0.0285 2.1% 0.0000 0.0% 34% 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 1.3724
2.618 1.3724
1.618 1.3724
1.000 1.3724
0.618 1.3724
HIGH 1.3724
0.618 1.3724
0.500 1.3724
0.382 1.3724
LOW 1.3724
0.618 1.3724
1.000 1.3724
1.618 1.3724
2.618 1.3724
4.250 1.3724
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 1.3724 1.3772
PP 1.3724 1.3756
S1 1.3724 1.3740

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

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