CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 1.4386 1.4414 0.0028 0.2% 1.4177
High 1.4405 1.4440 0.0035 0.2% 1.4405
Low 1.4374 1.4388 0.0014 0.1% 1.4140
Close 1.4396 1.4435 0.0039 0.3% 1.4396
Range 0.0031 0.0052 0.0021 67.7% 0.0265
ATR 0.0085 0.0083 -0.0002 -2.8% 0.0000
Volume 166,297 120,854 -45,443 -27.3% 955,976
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4577 1.4558 1.4464
R3 1.4525 1.4506 1.4449
R2 1.4473 1.4473 1.4445
R1 1.4454 1.4454 1.4440 1.4464
PP 1.4421 1.4421 1.4421 1.4426
S1 1.4402 1.4402 1.4430 1.4412
S2 1.4369 1.4369 1.4425
S3 1.4317 1.4350 1.4421
S4 1.4265 1.4298 1.4406
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 1.4440 1.4215 0.0225 1.6% 0.0051 0.4% 98% True False 181,473
10 1.4440 1.4140 0.0300 2.1% 0.0053 0.4% 98% True False 172,168
20 1.4440 1.4047 0.0393 2.7% 0.0065 0.5% 99% True False 164,913
40 1.4440 1.3600 0.0840 5.8% 0.0061 0.4% 99% True False 133,509
60 1.4440 1.3430 0.1010 7.0% 0.0052 0.4% 100% True False 89,401
80 1.4440 1.3430 0.1010 7.0% 0.0045 0.3% 100% True False 67,135
100 1.4440 1.3382 0.1058 7.3% 0.0039 0.3% 100% True False 53,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4661
2.618 1.4576
1.618 1.4524
1.000 1.4492
0.618 1.4472
HIGH 1.4440
0.618 1.4420
0.500 1.4414
0.382 1.4408
LOW 1.4388
0.618 1.4356
1.000 1.4336
1.618 1.4304
2.618 1.4252
4.250 1.4167
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 1.4428 1.4413
PP 1.4421 1.4391
S1 1.4414 1.4369

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

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