CME Euro FX Future March 2008


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Trading Metrics calculated at close of trading on 27-Dec-2007
Day Change Summary
Previous Current
26-Dec-2007 27-Dec-2007 Change Change % Previous Week
Open 1.4471 1.4530 0.0059 0.4% 1.4403
High 1.4517 1.4653 0.0136 0.9% 1.4450
Low 1.4470 1.4527 0.0057 0.4% 1.4327
Close 1.4513 1.4641 0.0128 0.9% 1.4370
Range 0.0047 0.0126 0.0079 168.1% 0.0123
ATR 0.0080 0.0085 0.0004 5.3% 0.0000
Volume 19,041 47,542 28,501 149.7% 738,933
Daily Pivots for day following 27-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4985 1.4939 1.4710
R3 1.4859 1.4813 1.4676
R2 1.4733 1.4733 1.4664
R1 1.4687 1.4687 1.4653 1.4710
PP 1.4607 1.4607 1.4607 1.4619
S1 1.4561 1.4561 1.4629 1.4584
S2 1.4481 1.4481 1.4618
S3 1.4355 1.4435 1.4606
S4 1.4229 1.4309 1.4572
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4751 1.4684 1.4438
R3 1.4628 1.4561 1.4404
R2 1.4505 1.4505 1.4393
R1 1.4438 1.4438 1.4381 1.4410
PP 1.4382 1.4382 1.4382 1.4369
S1 1.4315 1.4315 1.4359 1.4287
S2 1.4259 1.4259 1.4347
S3 1.4136 1.4192 1.4336
S4 1.4013 1.4069 1.4302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4653 1.4327 0.0326 2.2% 0.0056 0.4% 96% True False 78,590
10 1.4693 1.4327 0.0366 2.5% 0.0066 0.5% 86% False False 122,803
20 1.4795 1.4327 0.0468 3.2% 0.0060 0.4% 67% False False 74,256
40 1.4917 1.4327 0.0590 4.0% 0.0045 0.3% 53% False False 37,928
60 1.4917 1.4079 0.0838 5.7% 0.0043 0.3% 67% False False 25,474
80 1.4917 1.3673 0.1244 8.5% 0.0037 0.3% 78% False False 19,148
100 1.4917 1.3464 0.1453 9.9% 0.0030 0.2% 81% False False 15,320
120 1.4917 1.3464 0.1453 9.9% 0.0025 0.2% 81% False False 12,767
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 0.0009
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.5189
2.618 1.4983
1.618 1.4857
1.000 1.4779
0.618 1.4731
HIGH 1.4653
0.618 1.4605
0.500 1.4590
0.382 1.4575
LOW 1.4527
0.618 1.4449
1.000 1.4401
1.618 1.4323
2.618 1.4197
4.250 1.3992
Fisher Pivots for day following 27-Dec-2007
Pivot 1 day 3 day
R1 1.4624 1.4605
PP 1.4607 1.4568
S1 1.4590 1.4532

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

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