CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 31-Oct-2007
Day Change Summary
Previous Current
30-Oct-2007 31-Oct-2007 Change Change % Previous Week
Open 1.4447 1.4517 0.0070 0.5% 1.4218
High 1.4450 1.4515 0.0065 0.4% 1.4405
Low 1.4438 1.4515 0.0077 0.5% 1.4158
Close 1.4452 1.4517 0.0065 0.4% 1.4403
Range 0.0012 0.0000 -0.0012 -100.0% 0.0247
ATR 0.0062 0.0062 0.0000 0.1% 0.0000
Volume 631 902 271 42.9% 5,251
Daily Pivots for day following 31-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4516 1.4516 1.4517
R3 1.4516 1.4516 1.4517
R2 1.4516 1.4516 1.4517
R1 1.4516 1.4516 1.4517 1.4517
PP 1.4516 1.4516 1.4516 1.4516
S1 1.4516 1.4516 1.4517 1.4517
S2 1.4516 1.4516 1.4517
S3 1.4516 1.4516 1.4517
S4 1.4516 1.4516 1.4517
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.5063 1.4980 1.4539
R3 1.4816 1.4733 1.4471
R2 1.4569 1.4569 1.4448
R1 1.4486 1.4486 1.4426 1.4528
PP 1.4322 1.4322 1.4322 1.4343
S1 1.4239 1.4239 1.4380 1.4281
S2 1.4075 1.4075 1.4358
S3 1.3828 1.3992 1.4335
S4 1.3581 1.3745 1.4267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4515 1.4313 0.0202 1.4% 0.0022 0.2% 101% True False 973
10 1.4515 1.4158 0.0357 2.5% 0.0029 0.2% 101% True False 876
20 1.4515 1.4079 0.0436 3.0% 0.0034 0.2% 100% True False 606
40 1.4515 1.3741 0.0774 5.3% 0.0030 0.2% 100% True False 405
60 1.4515 1.3464 0.1051 7.2% 0.0020 0.1% 100% True False 273
80 1.4515 1.3464 0.1051 7.2% 0.0015 0.1% 100% True False 206
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.4515
2.618 1.4515
1.618 1.4515
1.000 1.4515
0.618 1.4515
HIGH 1.4515
0.618 1.4515
0.500 1.4515
0.382 1.4515
LOW 1.4515
0.618 1.4515
1.000 1.4515
1.618 1.4515
2.618 1.4515
4.250 1.4515
Fisher Pivots for day following 31-Oct-2007
Pivot 1 day 3 day
R1 1.4516 1.4497
PP 1.4516 1.4477
S1 1.4515 1.4457

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

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