CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 15-Nov-2007
Day Change Summary
Previous Current
14-Nov-2007 15-Nov-2007 Change Change % Previous Week
Open 1.4701 1.4652 -0.0049 -0.3% 1.4493
High 1.4732 1.4653 -0.0079 -0.5% 1.4722
Low 1.4660 1.4613 -0.0047 -0.3% 1.4468
Close 1.4664 1.4621 -0.0043 -0.3% 1.4676
Range 0.0072 0.0040 -0.0032 -44.4% 0.0254
ATR 0.0084 0.0082 -0.0002 -2.8% 0.0000
Volume 148,962 0 -148,962 -100.0% 948,870
Daily Pivots for day following 15-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4749 1.4725 1.4643
R3 1.4709 1.4685 1.4632
R2 1.4669 1.4669 1.4628
R1 1.4645 1.4645 1.4625 1.4637
PP 1.4629 1.4629 1.4629 1.4625
S1 1.4605 1.4605 1.4617 1.4597
S2 1.4589 1.4589 1.4614
S3 1.4549 1.4565 1.4610
S4 1.4509 1.4525 1.4599
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.5384 1.5284 1.4816
R3 1.5130 1.5030 1.4746
R2 1.4876 1.4876 1.4723
R1 1.4776 1.4776 1.4699 1.4826
PP 1.4622 1.4622 1.4622 1.4647
S1 1.4522 1.4522 1.4653 1.4572
S2 1.4368 1.4368 1.4629
S3 1.4114 1.4268 1.4606
S4 1.3860 1.4014 1.4536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4732 1.4593 0.0139 1.0% 0.0057 0.4% 20% False False 105,364
10 1.4732 1.4455 0.0277 1.9% 0.0054 0.4% 60% False False 143,999
20 1.4732 1.4140 0.0592 4.0% 0.0057 0.4% 81% False False 154,437
40 1.4732 1.4047 0.0685 4.7% 0.0060 0.4% 84% False False 153,879
60 1.4732 1.3590 0.1142 7.8% 0.0057 0.4% 90% False False 120,216
80 1.4732 1.3430 0.1302 8.9% 0.0051 0.3% 91% False False 90,352
100 1.4732 1.3430 0.1302 8.9% 0.0046 0.3% 91% False False 72,329
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4823
2.618 1.4758
1.618 1.4718
1.000 1.4693
0.618 1.4678
HIGH 1.4653
0.618 1.4638
0.500 1.4633
0.382 1.4628
LOW 1.4613
0.618 1.4588
1.000 1.4573
1.618 1.4548
2.618 1.4508
4.250 1.4443
Fisher Pivots for day following 15-Nov-2007
Pivot 1 day 3 day
R1 1.4633 1.4663
PP 1.4629 1.4649
S1 1.4625 1.4635

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

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