CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 25-Oct-2007
Day Change Summary
Previous Current
24-Oct-2007 25-Oct-2007 Change Change % Previous Week
Open 1.4240 1.4315 0.0075 0.5% 1.4242
High 1.4280 1.4355 0.0075 0.5% 1.4327
Low 1.4215 1.4297 0.0082 0.6% 1.4162
Close 1.4269 1.4330 0.0061 0.4% 1.4311
Range 0.0065 0.0058 -0.0007 -10.8% 0.0165
ATR 0.0086 0.0086 0.0000 0.0% 0.0000
Volume 178,220 165,903 -12,317 -6.9% 819,306
Daily Pivots for day following 25-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4501 1.4474 1.4362
R3 1.4443 1.4416 1.4346
R2 1.4385 1.4385 1.4341
R1 1.4358 1.4358 1.4335 1.4372
PP 1.4327 1.4327 1.4327 1.4334
S1 1.4300 1.4300 1.4325 1.4314
S2 1.4269 1.4269 1.4319
S3 1.4211 1.4242 1.4314
S4 1.4153 1.4184 1.4298
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4762 1.4701 1.4402
R3 1.4597 1.4536 1.4356
R2 1.4432 1.4432 1.4341
R1 1.4371 1.4371 1.4326 1.4402
PP 1.4267 1.4267 1.4267 1.4282
S1 1.4206 1.4206 1.4296 1.4237
S2 1.4102 1.4102 1.4281
S3 1.3937 1.4041 1.4266
S4 1.3772 1.3876 1.4220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4355 1.4140 0.0215 1.5% 0.0062 0.4% 88% True False 188,143
10 1.4355 1.4140 0.0215 1.5% 0.0055 0.4% 88% True False 183,938
20 1.4355 1.4047 0.0308 2.1% 0.0068 0.5% 92% True False 167,631
40 1.4355 1.3600 0.0755 5.3% 0.0061 0.4% 97% True False 126,514
60 1.4355 1.3430 0.0925 6.5% 0.0052 0.4% 97% True False 84,627
80 1.4355 1.3430 0.0925 6.5% 0.0046 0.3% 97% True False 63,549
100 1.4355 1.3382 0.0973 6.8% 0.0039 0.3% 97% True False 50,867
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4602
2.618 1.4507
1.618 1.4449
1.000 1.4413
0.618 1.4391
HIGH 1.4355
0.618 1.4333
0.500 1.4326
0.382 1.4319
LOW 1.4297
0.618 1.4261
1.000 1.4239
1.618 1.4203
2.618 1.4145
4.250 1.4051
Fisher Pivots for day following 25-Oct-2007
Pivot 1 day 3 day
R1 1.4329 1.4315
PP 1.4327 1.4300
S1 1.4326 1.4285

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

View Archives - Comment on this page... - Back to Index of Symbols