CME Euro FX Future September 2008

Trading Metrics calculated at close of trading on 08-Apr-2008

Day Change Summary
	Previous	Current
	07-Apr-2008	08-Apr-2008	Change	Change %	Previous Week
Open	1.5581	1.5593	0.0012	0.1%	1.5665
High	1.5575	1.5593	0.0018	0.1%	1.5755
Low	1.5575	1.5593	0.0018	0.1%	1.5410
Close	1.5581	1.5593	0.0012	0.1%	1.5592
Range
ATR	0.0107	0.0101	-0.0007	-6.3%	0.0000
Volume	62	114	52	83.9%	1,043

Daily Pivots for day following 08-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5593	1.5593	1.5593
R3	1.5593	1.5593	1.5593
R2	1.5593	1.5593	1.5593
R1	1.5593	1.5593	1.5593	1.5593
PP	1.5593	1.5593	1.5593	1.5593
S1	1.5593	1.5593	1.5593	1.5593
S2	1.5593	1.5593	1.5593
S3	1.5593	1.5593	1.5593
S4	1.5593	1.5593	1.5593

Weekly Pivots for week ending 04-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6621	1.6451	1.5782
R3	1.6276	1.6106	1.5687
R2	1.5931	1.5931	1.5655
R1	1.5761	1.5761	1.5624	1.5674
PP	1.5586	1.5586	1.5586	1.5542
S1	1.5416	1.5416	1.5560	1.5329
S2	1.5241	1.5241	1.5529
S3	1.4896	1.5071	1.5497
S4	1.4551	1.4726	1.5402

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5615	1.5410	0.0205	1.3%	0.0053	0.3%	89%	False	False	119
10	1.5755	1.5410	0.0345	2.2%	0.0061	0.4%	53%	False	False	341

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011

Fibonacci Retracements and Extensions
4.250	1.5593
2.618	1.5593
1.618	1.5593
1.000	1.5593
0.618	1.5593
HIGH	1.5593
0.618	1.5593
0.500	1.5593
0.382	1.5593
LOW	1.5593
0.618	1.5593
1.000	1.5593
1.618	1.5593
2.618	1.5593
4.250	1.5593

Fisher Pivots for day following 08-Apr-2008
Pivot	1 day	3 day
R1	1.5593	1.5595
PP	1.5593	1.5594
S1	1.5593	1.5594

Download as Excel Spreadsheet

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

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