CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 06-Nov-2007
Day Change Summary
Previous Current
05-Nov-2007 06-Nov-2007 Change Change % Previous Week
Open 1.4493 1.4554 0.0061 0.4% 1.4414
High 1.4495 1.4579 0.0084 0.6% 1.4536
Low 1.4468 1.4548 0.0080 0.6% 1.4388
Close 1.4479 1.4563 0.0084 0.6% 1.4507
Range 0.0027 0.0031 0.0004 14.8% 0.0148
ATR 0.0079 0.0080 0.0002 1.9% 0.0000
Volume 210,813 127,734 -83,079 -39.4% 719,475
Daily Pivots for day following 06-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4656 1.4641 1.4580
R3 1.4625 1.4610 1.4572
R2 1.4594 1.4594 1.4569
R1 1.4579 1.4579 1.4566 1.4587
PP 1.4563 1.4563 1.4563 1.4567
S1 1.4548 1.4548 1.4560 1.4556
S2 1.4532 1.4532 1.4557
S3 1.4501 1.4517 1.4554
S4 1.4470 1.4486 1.4546
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4921 1.4862 1.4588
R3 1.4773 1.4714 1.4548
R2 1.4625 1.4625 1.4534
R1 1.4566 1.4566 1.4521 1.4596
PP 1.4477 1.4477 1.4477 1.4492
S1 1.4418 1.4418 1.4493 1.4448
S2 1.4329 1.4329 1.4480
S3 1.4181 1.4270 1.4466
S4 1.4033 1.4122 1.4426
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4579 1.4413 0.0166 1.1% 0.0059 0.4% 90% True False 163,423
10 1.4579 1.4215 0.0364 2.5% 0.0055 0.4% 96% True False 156,844
20 1.4579 1.4140 0.0439 3.0% 0.0055 0.4% 96% True False 169,169
40 1.4579 1.3878 0.0701 4.8% 0.0060 0.4% 98% True False 154,577
60 1.4579 1.3430 0.1149 7.9% 0.0055 0.4% 99% True False 104,937
80 1.4579 1.3430 0.1149 7.9% 0.0048 0.3% 99% True False 78,823
100 1.4579 1.3430 0.1149 7.9% 0.0042 0.3% 99% True False 63,103
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4711
2.618 1.4660
1.618 1.4629
1.000 1.4610
0.618 1.4598
HIGH 1.4579
0.618 1.4567
0.500 1.4564
0.382 1.4560
LOW 1.4548
0.618 1.4529
1.000 1.4517
1.618 1.4498
2.618 1.4467
4.250 1.4416
Fisher Pivots for day following 06-Nov-2007
Pivot 1 day 3 day
R1 1.4564 1.4548
PP 1.4563 1.4532
S1 1.4563 1.4517

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

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