CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 16-Nov-2007
Day Change Summary
Previous Current
15-Nov-2007 16-Nov-2007 Change Change % Previous Week
Open 1.4652 1.4662 0.0010 0.1% 1.4695
High 1.4653 1.4680 0.0027 0.2% 1.4732
Low 1.4613 1.4630 0.0017 0.1% 1.4593
Close 1.4621 1.4665 0.0044 0.3% 1.4665
Range 0.0040 0.0050 0.0010 25.0% 0.0139
ATR 0.0082 0.0080 -0.0002 -2.0% 0.0000
Volume 0 186,648 186,648 500,035
Daily Pivots for day following 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4808 1.4787 1.4693
R3 1.4758 1.4737 1.4679
R2 1.4708 1.4708 1.4674
R1 1.4687 1.4687 1.4670 1.4698
PP 1.4658 1.4658 1.4658 1.4664
S1 1.4637 1.4637 1.4660 1.4648
S2 1.4608 1.4608 1.4656
S3 1.4558 1.4587 1.4651
S4 1.4508 1.4537 1.4638
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.5080 1.5012 1.4741
R3 1.4941 1.4873 1.4703
R2 1.4802 1.4802 1.4690
R1 1.4734 1.4734 1.4678 1.4699
PP 1.4663 1.4663 1.4663 1.4646
S1 1.4595 1.4595 1.4652 1.4560
S2 1.4524 1.4524 1.4640
S3 1.4385 1.4456 1.4627
S4 1.4246 1.4317 1.4589
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 0.9% 0.0053 0.4% 52% False False 100,007
10 1.4732 1.4468 0.0264 1.8% 0.0051 0.3% 75% False False 144,890
20 1.4732 1.4140 0.0592 4.0% 0.0056 0.4% 89% False False 156,217
40 1.4732 1.4047 0.0685 4.7% 0.0060 0.4% 90% False False 153,712
60 1.4732 1.3600 0.1132 7.7% 0.0058 0.4% 94% False False 123,314
80 1.4732 1.3430 0.1302 8.9% 0.0051 0.3% 95% False False 92,679
100 1.4732 1.3430 0.1302 8.9% 0.0046 0.3% 95% False False 74,194
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 True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4893
2.618 1.4811
1.618 1.4761
1.000 1.4730
0.618 1.4711
HIGH 1.4680
0.618 1.4661
0.500 1.4655
0.382 1.4649
LOW 1.4630
0.618 1.4599
1.000 1.4580
1.618 1.4549
2.618 1.4499
4.250 1.4418
Fisher Pivots for day following 16-Nov-2007
Pivot 1 day 3 day
R1 1.4662 1.4673
PP 1.4658 1.4670
S1 1.4655 1.4668

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

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