CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 1.3924 1.3925 0.0001 0.0% 1.3854
High 1.3924 1.3925 0.0001 0.0% 1.3950
Low 1.3924 1.3905 -0.0019 -0.1% 1.3841
Close 1.3924 1.3916 -0.0008 -0.1% 1.3924
Range 0.0000 0.0020 0.0020 0.0109
ATR 0.0039 0.0038 -0.0001 -3.5% 0.0000
Volume 383 306 -77 -20.1% 710
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.3975 1.3966 1.3927
R3 1.3955 1.3946 1.3922
R2 1.3935 1.3935 1.3920
R1 1.3926 1.3926 1.3918 1.3921
PP 1.3915 1.3915 1.3915 1.3913
S1 1.3906 1.3906 1.3914 1.3901
S2 1.3895 1.3895 1.3912
S3 1.3875 1.3886 1.3911
S4 1.3855 1.3866 1.3905
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4232 1.4187 1.3984
R3 1.4123 1.4078 1.3954
R2 1.4014 1.4014 1.3944
R1 1.3969 1.3969 1.3934 1.3992
PP 1.3905 1.3905 1.3905 1.3916
S1 1.3860 1.3860 1.3914 1.3883
S2 1.3796 1.3796 1.3904
S3 1.3687 1.3751 1.3894
S4 1.3578 1.3642 1.3864
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3950 1.3882 0.0068 0.5% 0.0007 0.1% 50% False False 200
10 1.3950 1.3673 0.0277 2.0% 0.0005 0.0% 88% False False 108
20 1.3950 1.3520 0.0430 3.1% 0.0004 0.0% 92% False False 59
40 1.3950 1.3464 0.0486 3.5% 0.0002 0.0% 93% False False 32
60 1.3950 1.3464 0.0486 3.5% 0.0002 0.0% 93% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.4010
2.618 1.3977
1.618 1.3957
1.000 1.3945
0.618 1.3937
HIGH 1.3925
0.618 1.3917
0.500 1.3915
0.382 1.3913
LOW 1.3905
0.618 1.3893
1.000 1.3885
1.618 1.3873
2.618 1.3853
4.250 1.3820
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 1.3916 1.3923
PP 1.3915 1.3920
S1 1.3915 1.3918

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

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