CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 1.4315 1.4386 0.0071 0.5% 1.4177
High 1.4355 1.4405 0.0050 0.3% 1.4405
Low 1.4297 1.4374 0.0077 0.5% 1.4140
Close 1.4330 1.4396 0.0066 0.5% 1.4396
Range 0.0058 0.0031 -0.0027 -46.6% 0.0265
ATR 0.0086 0.0085 -0.0001 -0.9% 0.0000
Volume 165,903 166,297 394 0.2% 955,976
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4485 1.4471 1.4413
R3 1.4454 1.4440 1.4405
R2 1.4423 1.4423 1.4402
R1 1.4409 1.4409 1.4399 1.4416
PP 1.4392 1.4392 1.4392 1.4395
S1 1.4378 1.4378 1.4393 1.4385
S2 1.4361 1.4361 1.4390
S3 1.4330 1.4347 1.4387
S4 1.4299 1.4316 1.4379
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.5109 1.5017 1.4542
R3 1.4844 1.4752 1.4469
R2 1.4579 1.4579 1.4445
R1 1.4487 1.4487 1.4420 1.4533
PP 1.4314 1.4314 1.4314 1.4337
S1 1.4222 1.4222 1.4372 1.4268
S2 1.4049 1.4049 1.4347
S3 1.3784 1.3957 1.4323
S4 1.3519 1.3692 1.4250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4405 1.4140 0.0265 1.8% 0.0055 0.4% 97% True False 191,195
10 1.4405 1.4140 0.0265 1.8% 0.0052 0.4% 97% True False 177,528
20 1.4405 1.4047 0.0358 2.5% 0.0064 0.4% 97% True False 168,170
40 1.4405 1.3600 0.0805 5.6% 0.0061 0.4% 99% True False 130,648
60 1.4405 1.3430 0.0975 6.8% 0.0052 0.4% 99% True False 87,391
80 1.4405 1.3430 0.0975 6.8% 0.0045 0.3% 99% True False 65,627
100 1.4405 1.3382 0.1023 7.1% 0.0039 0.3% 99% True False 52,529
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 0.0017
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.4537
2.618 1.4486
1.618 1.4455
1.000 1.4436
0.618 1.4424
HIGH 1.4405
0.618 1.4393
0.500 1.4390
0.382 1.4386
LOW 1.4374
0.618 1.4355
1.000 1.4343
1.618 1.4324
2.618 1.4293
4.250 1.4242
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 1.4394 1.4367
PP 1.4392 1.4339
S1 1.4390 1.4310

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

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