CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 08-Nov-2007
Day Change Summary
Previous Current
07-Nov-2007 08-Nov-2007 Change Change % Previous Week
Open 1.4722 1.4672 -0.0050 -0.3% 1.4414
High 1.4722 1.4710 -0.0012 -0.1% 1.4536
Low 1.4659 1.4659 0.0000 0.0% 1.4388
Close 1.4678 1.4676 -0.0002 0.0% 1.4507
Range 0.0063 0.0051 -0.0012 -19.0% 0.0148
ATR 0.0086 0.0083 -0.0002 -2.9% 0.0000
Volume 146,701 250,188 103,487 70.5% 719,475
Daily Pivots for day following 08-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4835 1.4806 1.4704
R3 1.4784 1.4755 1.4690
R2 1.4733 1.4733 1.4685
R1 1.4704 1.4704 1.4681 1.4719
PP 1.4682 1.4682 1.4682 1.4689
S1 1.4653 1.4653 1.4671 1.4668
S2 1.4631 1.4631 1.4667
S3 1.4580 1.4602 1.4662
S4 1.4529 1.4551 1.4648
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 1.4722 1.4455 0.0267 1.8% 0.0051 0.3% 83% False False 182,635
10 1.4722 1.4374 0.0348 2.4% 0.0054 0.4% 87% False False 162,120
20 1.4722 1.4140 0.0582 4.0% 0.0054 0.4% 92% False False 173,029
40 1.4722 1.3878 0.0844 5.8% 0.0061 0.4% 95% False False 160,418
60 1.4722 1.3430 0.1292 8.8% 0.0056 0.4% 96% False False 111,519
80 1.4722 1.3430 0.1292 8.8% 0.0049 0.3% 96% False False 83,781
100 1.4722 1.3430 0.1292 8.8% 0.0044 0.3% 96% False False 67,069
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4927
2.618 1.4844
1.618 1.4793
1.000 1.4761
0.618 1.4742
HIGH 1.4710
0.618 1.4691
0.500 1.4685
0.382 1.4678
LOW 1.4659
0.618 1.4627
1.000 1.4608
1.618 1.4576
2.618 1.4525
4.250 1.4442
Fisher Pivots for day following 08-Nov-2007
Pivot 1 day 3 day
R1 1.4685 1.4662
PP 1.4682 1.4649
S1 1.4679 1.4635

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

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