CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 1.4816 1.4860 0.0044 0.3% 1.4687
High 1.4848 1.4883 0.0035 0.2% 1.4855
Low 1.4816 1.4860 0.0044 0.3% 1.4687
Close 1.4848 1.4883 0.0035 0.2% 1.4848
Range 0.0032 0.0023 -0.0009 -28.1% 0.0168
ATR 0.0063 0.0061 -0.0002 -3.2% 0.0000
Volume 825 1,888 1,063 128.8% 4,445
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4944 1.4937 1.4896
R3 1.4921 1.4914 1.4889
R2 1.4898 1.4898 1.4887
R1 1.4891 1.4891 1.4885 1.4895
PP 1.4875 1.4875 1.4875 1.4877
S1 1.4868 1.4868 1.4881 1.4872
S2 1.4852 1.4852 1.4879
S3 1.4829 1.4845 1.4877
S4 1.4806 1.4822 1.4870
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.5301 1.5242 1.4940
R3 1.5133 1.5074 1.4894
R2 1.4965 1.4965 1.4879
R1 1.4906 1.4906 1.4863 1.4936
PP 1.4797 1.4797 1.4797 1.4811
S1 1.4738 1.4738 1.4833 1.4768
S2 1.4629 1.4629 1.4817
S3 1.4461 1.4570 1.4802
S4 1.4293 1.4402 1.4756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4883 1.4687 0.0196 1.3% 0.0020 0.1% 100% True False 1,266
10 1.4883 1.4614 0.0269 1.8% 0.0026 0.2% 100% True False 1,355
20 1.4883 1.4388 0.0495 3.3% 0.0024 0.2% 100% True False 1,248
40 1.4883 1.4079 0.0804 5.4% 0.0032 0.2% 100% True False 870
60 1.4883 1.3671 0.1212 8.1% 0.0027 0.2% 100% True False 619
80 1.4883 1.3464 0.1419 9.5% 0.0021 0.1% 100% True False 466
100 1.4883 1.3464 0.1419 9.5% 0.0016 0.1% 100% True False 374
Crabel Price Patterns
NR True
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4981
2.618 1.4943
1.618 1.4920
1.000 1.4906
0.618 1.4897
HIGH 1.4883
0.618 1.4874
0.500 1.4872
0.382 1.4869
LOW 1.4860
0.618 1.4846
1.000 1.4837
1.618 1.4823
2.618 1.4800
4.250 1.4762
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 1.4879 1.4872
PP 1.4875 1.4861
S1 1.4872 1.4850

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.