CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 13-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 13-Nov-2007 Change Change % Previous Week
Open 1.4670 1.4614 -0.0056 -0.4% 1.4484
High 1.4710 1.4614 -0.0096 -0.7% 1.4720
Low 1.4660 1.4614 -0.0046 -0.3% 1.4475
Close 1.4685 1.4614 -0.0071 -0.5% 1.4685
Range 0.0050 0.0000 -0.0050 -100.0% 0.0245
ATR 0.0066 0.0067 0.0000 0.5% 0.0000
Volume 2,756 990 -1,766 -64.1% 7,953
Daily Pivots for day following 13-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4614 1.4614 1.4614
R3 1.4614 1.4614 1.4614
R2 1.4614 1.4614 1.4614
R1 1.4614 1.4614 1.4614 1.4614
PP 1.4614 1.4614 1.4614 1.4614
S1 1.4614 1.4614 1.4614 1.4614
S2 1.4614 1.4614 1.4614
S3 1.4614 1.4614 1.4614
S4 1.4614 1.4614 1.4614
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.5362 1.5268 1.4820
R3 1.5117 1.5023 1.4752
R2 1.4872 1.4872 1.4730
R1 1.4778 1.4778 1.4707 1.4825
PP 1.4627 1.4627 1.4627 1.4650
S1 1.4533 1.4533 1.4663 1.4580
S2 1.4382 1.4382 1.4640
S3 1.4137 1.4288 1.4618
S4 1.3892 1.4043 1.4550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4720 1.4575 0.0145 1.0% 0.0029 0.2% 27% False False 1,613
10 1.4720 1.4438 0.0282 1.9% 0.0022 0.2% 62% False False 1,262
20 1.4720 1.4158 0.0562 3.8% 0.0029 0.2% 81% False False 1,019
40 1.4720 1.3920 0.0800 5.5% 0.0034 0.2% 87% False False 656
60 1.4720 1.3520 0.1200 8.2% 0.0024 0.2% 91% False False 457
80 1.4720 1.3464 0.1256 8.6% 0.0018 0.1% 92% False False 344
100 1.4720 1.3464 0.1256 8.6% 0.0015 0.1% 92% False False 276
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 0.0003
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4614
2.618 1.4614
1.618 1.4614
1.000 1.4614
0.618 1.4614
HIGH 1.4614
0.618 1.4614
0.500 1.4614
0.382 1.4614
LOW 1.4614
0.618 1.4614
1.000 1.4614
1.618 1.4614
2.618 1.4614
4.250 1.4614
Fisher Pivots for day following 13-Nov-2007
Pivot 1 day 3 day
R1 1.4614 1.4665
PP 1.4614 1.4648
S1 1.4614 1.4631

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

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