CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 19-Sep-2007
Day Change Summary
Previous Current
18-Sep-2007 19-Sep-2007 Change Change % Previous Week
Open 1.4010 1.3992 -0.0018 -0.1% 1.3854
High 1.4008 1.3998 -0.0010 -0.1% 1.3950
Low 1.3920 1.3974 0.0054 0.4% 1.3841
Close 1.4010 1.3992 -0.0018 -0.1% 1.3924
Range 0.0088 0.0024 -0.0064 -72.7% 0.0109
ATR 0.0042 0.0041 0.0000 -1.0% 0.0000
Volume 167 80 -87 -52.1% 710
Daily Pivots for day following 19-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4060 1.4050 1.4005
R3 1.4036 1.4026 1.3999
R2 1.4012 1.4012 1.3996
R1 1.4002 1.4002 1.3994 1.4004
PP 1.3988 1.3988 1.3988 1.3989
S1 1.3978 1.3978 1.3990 1.3980
S2 1.3964 1.3964 1.3988
S3 1.3940 1.3954 1.3985
S4 1.3916 1.3930 1.3979
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% 0.0026 0.2% 84% False False 191
10 1.4008 1.3741 0.0267 1.9% 0.0015 0.1% 94% False False 128
20 1.4008 1.3584 0.0424 3.0% 0.0009 0.1% 96% False False 70
40 1.4008 1.3464 0.0544 3.9% 0.0005 0.0% 97% False False 38
60 1.4008 1.3464 0.0544 3.9% 0.0003 0.0% 97% False False 26
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4100
2.618 1.4061
1.618 1.4037
1.000 1.4022
0.618 1.4013
HIGH 1.3998
0.618 1.3989
0.500 1.3986
0.382 1.3983
LOW 1.3974
0.618 1.3959
1.000 1.3950
1.618 1.3935
2.618 1.3911
4.250 1.3872
Fisher Pivots for day following 19-Sep-2007
Pivot 1 day 3 day
R1 1.3990 1.3980
PP 1.3988 1.3968
S1 1.3986 1.3957

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

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