CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 1.3925 1.4010 0.0085 0.6% 1.3854
High 1.3925 1.4008 0.0083 0.6% 1.3950
Low 1.3905 1.3920 0.0015 0.1% 1.3841
Close 1.3916 1.4010 0.0094 0.7% 1.3924
Range 0.0020 0.0088 0.0068 340.0% 0.0109
ATR 0.0038 0.0042 0.0004 10.3% 0.0000
Volume 306 167 -139 -45.4% 710
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4243 1.4215 1.4058
R3 1.4155 1.4127 1.4034
R2 1.4067 1.4067 1.4026
R1 1.4039 1.4039 1.4018 1.4054
PP 1.3979 1.3979 1.3979 1.3987
S1 1.3951 1.3951 1.4002 1.3966
S2 1.3891 1.3891 1.3994
S3 1.3803 1.3863 1.3986
S4 1.3715 1.3775 1.3962
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 1.4008 1.3905 0.0103 0.7% 0.0025 0.2% 102% True False 230
10 1.4008 1.3720 0.0288 2.1% 0.0013 0.1% 101% True False 124
20 1.4008 1.3520 0.0488 3.5% 0.0008 0.1% 100% True False 66
40 1.4008 1.3464 0.0544 3.9% 0.0004 0.0% 100% True False 36
60 1.4008 1.3464 0.0544 3.9% 0.0003 0.0% 100% True False 25
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 -0.0002
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 1.4382
2.618 1.4238
1.618 1.4150
1.000 1.4096
0.618 1.4062
HIGH 1.4008
0.618 1.3974
0.500 1.3964
0.382 1.3954
LOW 1.3920
0.618 1.3866
1.000 1.3832
1.618 1.3778
2.618 1.3690
4.250 1.3546
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 1.3995 1.3992
PP 1.3979 1.3974
S1 1.3964 1.3957

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

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