CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 14-Dec-2007
Day Change Summary
Previous Current
13-Dec-2007 14-Dec-2007 Change Change % Previous Week
Open 1.4692 1.4526 -0.0166 -1.1% 1.4730
High 1.4693 1.4532 -0.0161 -1.1% 1.4757
Low 1.4588 1.4425 -0.0163 -1.1% 1.4425
Close 1.4631 1.4435 -0.0196 -1.3% 1.4435
Range 0.0105 0.0107 0.0002 1.9% 0.0332
ATR 0.0078 0.0087 0.0009 11.7% 0.0000
Volume 134,992 191,977 56,985 42.2% 493,775
Daily Pivots for day following 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4785 1.4717 1.4494
R3 1.4678 1.4610 1.4464
R2 1.4571 1.4571 1.4455
R1 1.4503 1.4503 1.4445 1.4484
PP 1.4464 1.4464 1.4464 1.4454
S1 1.4396 1.4396 1.4425 1.4377
S2 1.4357 1.4357 1.4415
S3 1.4250 1.4289 1.4406
S4 1.4143 1.4182 1.4376
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.5535 1.5317 1.4618
R3 1.5203 1.4985 1.4526
R2 1.4871 1.4871 1.4496
R1 1.4653 1.4653 1.4465 1.4596
PP 1.4539 1.4539 1.4539 1.4511
S1 1.4321 1.4321 1.4405 1.4264
S2 1.4207 1.4207 1.4374
S3 1.3875 1.3989 1.4344
S4 1.3543 1.3657 1.4252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4757 1.4425 0.0332 2.3% 0.0075 0.5% 3% False True 98,755
10 1.4781 1.4425 0.0356 2.5% 0.0057 0.4% 3% False True 57,241
20 1.4917 1.4425 0.0492 3.4% 0.0053 0.4% 2% False True 30,061
40 1.4917 1.4158 0.0759 5.3% 0.0041 0.3% 36% False False 15,582
60 1.4917 1.4060 0.0857 5.9% 0.0040 0.3% 44% False False 10,491
80 1.4917 1.3584 0.1333 9.2% 0.0032 0.2% 64% False False 7,885
100 1.4917 1.3464 0.1453 10.1% 0.0026 0.2% 67% False False 6,310
120 1.4917 1.3464 0.1453 10.1% 0.0021 0.1% 67% False False 5,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.4987
2.618 1.4812
1.618 1.4705
1.000 1.4639
0.618 1.4598
HIGH 1.4532
0.618 1.4491
0.500 1.4479
0.382 1.4466
LOW 1.4425
0.618 1.4359
1.000 1.4318
1.618 1.4252
2.618 1.4145
4.250 1.3970
Fisher Pivots for day following 14-Dec-2007
Pivot 1 day 3 day
R1 1.4479 1.4591
PP 1.4464 1.4539
S1 1.4450 1.4487

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

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