CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 1.3713 1.3694 -0.0019 -0.1% 1.3534
High 1.3713 1.3700 -0.0013 -0.1% 1.3725
Low 1.3713 1.3671 -0.0042 -0.3% 1.3520
Close 1.3713 1.3694 -0.0019 -0.1% 1.3724
Range 0.0000 0.0029 0.0029 0.0205
ATR 0.0044 0.0044 0.0000 -0.3% 0.0000
Volume 4 4 0 0.0% 78
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.3775 1.3764 1.3710
R3 1.3746 1.3735 1.3702
R2 1.3717 1.3717 1.3699
R1 1.3706 1.3706 1.3697 1.3709
PP 1.3688 1.3688 1.3688 1.3690
S1 1.3677 1.3677 1.3691 1.3680
S2 1.3659 1.3659 1.3689
S3 1.3630 1.3648 1.3686
S4 1.3601 1.3619 1.3678
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.4271 1.4203 1.3837
R3 1.4066 1.3998 1.3780
R2 1.3861 1.3861 1.3762
R1 1.3793 1.3793 1.3743 1.3827
PP 1.3656 1.3656 1.3656 1.3674
S1 1.3588 1.3588 1.3705 1.3622
S2 1.3451 1.3451 1.3686
S3 1.3246 1.3383 1.3668
S4 1.3041 1.3178 1.3611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3725 1.3671 0.0054 0.4% 0.0006 0.0% 43% False True 5
10 1.3725 1.3520 0.0205 1.5% 0.0003 0.0% 85% False False 12
20 1.3872 1.3464 0.0408 3.0% 0.0002 0.0% 56% False False 9
40 1.3911 1.3464 0.0447 3.3% 0.0001 0.0% 51% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1.3823
2.618 1.3776
1.618 1.3747
1.000 1.3729
0.618 1.3718
HIGH 1.3700
0.618 1.3689
0.500 1.3686
0.382 1.3682
LOW 1.3671
0.618 1.3653
1.000 1.3642
1.618 1.3624
2.618 1.3595
4.250 1.3548
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 1.3691 1.3693
PP 1.3688 1.3693
S1 1.3686 1.3692

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

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