CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 1.4678 1.4687 0.0009 0.1% 1.4614
High 1.4685 1.4687 0.0002 0.0% 1.4720
Low 1.4645 1.4687 0.0042 0.3% 1.4614
Close 1.4678 1.4687 0.0009 0.1% 1.4678
Range 0.0040 0.0000 -0.0040 -100.0% 0.0106
ATR 0.0066 0.0062 -0.0004 -6.2% 0.0000
Volume 1,267 1,067 -200 -15.8% 4,470
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4687 1.4687 1.4687
R3 1.4687 1.4687 1.4687
R2 1.4687 1.4687 1.4687
R1 1.4687 1.4687 1.4687 1.4687
PP 1.4687 1.4687 1.4687 1.4687
S1 1.4687 1.4687 1.4687 1.4687
S2 1.4687 1.4687 1.4687
S3 1.4687 1.4687 1.4687
S4 1.4687 1.4687 1.4687
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4989 1.4939 1.4736
R3 1.4883 1.4833 1.4707
R2 1.4777 1.4777 1.4697
R1 1.4727 1.4727 1.4688 1.4752
PP 1.4671 1.4671 1.4671 1.4683
S1 1.4621 1.4621 1.4668 1.4646
S2 1.4565 1.4565 1.4659
S3 1.4459 1.4515 1.4649
S4 1.4353 1.4409 1.4620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4720 1.4614 0.0106 0.7% 0.0021 0.1% 69% False False 1,107
10 1.4720 1.4475 0.0245 1.7% 0.0026 0.2% 87% False False 1,349
20 1.4720 1.4158 0.0562 3.8% 0.0027 0.2% 94% False False 1,157
40 1.4720 1.4079 0.0641 4.4% 0.0032 0.2% 95% False False 752
60 1.4720 1.3671 0.1049 7.1% 0.0026 0.2% 97% False False 532
80 1.4720 1.3464 0.1256 8.6% 0.0019 0.1% 97% False False 401
100 1.4720 1.3464 0.1256 8.6% 0.0015 0.1% 97% False False 321
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4687
2.618 1.4687
1.618 1.4687
1.000 1.4687
0.618 1.4687
HIGH 1.4687
0.618 1.4687
0.500 1.4687
0.382 1.4687
LOW 1.4687
0.618 1.4687
1.000 1.4687
1.618 1.4687
2.618 1.4687
4.250 1.4687
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 1.4687 1.4678
PP 1.4687 1.4670
S1 1.4687 1.4661

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

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