CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 21-Nov-2007
Day Change Summary
Previous Current
20-Nov-2007 21-Nov-2007 Change Change % Previous Week
Open 1.4798 1.4823 0.0025 0.2% 1.4695
High 1.4828 1.4851 0.0023 0.2% 1.4732
Low 1.4784 1.4818 0.0034 0.2% 1.4593
Close 1.4821 1.4849 0.0028 0.2% 1.4665
Range 0.0044 0.0033 -0.0011 -25.0% 0.0139
ATR 0.0082 0.0079 -0.0004 -4.3% 0.0000
Volume 114,413 198,574 84,161 73.6% 500,035
Daily Pivots for day following 21-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4938 1.4927 1.4867
R3 1.4905 1.4894 1.4858
R2 1.4872 1.4872 1.4855
R1 1.4861 1.4861 1.4852 1.4867
PP 1.4839 1.4839 1.4839 1.4842
S1 1.4828 1.4828 1.4846 1.4834
S2 1.4806 1.4806 1.4843
S3 1.4773 1.4795 1.4840
S4 1.4740 1.4762 1.4831
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 1.4851 1.4613 0.0238 1.6% 0.0040 0.3% 99% True False 134,069
10 1.4851 1.4593 0.0258 1.7% 0.0049 0.3% 99% True False 144,735
20 1.4851 1.4297 0.0554 3.7% 0.0052 0.3% 100% True False 149,214
40 1.4851 1.4047 0.0804 5.4% 0.0060 0.4% 100% True False 157,168
60 1.4851 1.3600 0.1251 8.4% 0.0058 0.4% 100% True False 131,334
80 1.4851 1.3430 0.1421 9.6% 0.0052 0.3% 100% True False 98,705
100 1.4851 1.3430 0.1421 9.6% 0.0046 0.3% 100% True False 79,027
120 1.4851 1.3382 0.1469 9.9% 0.0040 0.3% 100% True False 65,875
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4991
2.618 1.4937
1.618 1.4904
1.000 1.4884
0.618 1.4871
HIGH 1.4851
0.618 1.4838
0.500 1.4835
0.382 1.4831
LOW 1.4818
0.618 1.4798
1.000 1.4785
1.618 1.4765
2.618 1.4732
4.250 1.4678
Fisher Pivots for day following 21-Nov-2007
Pivot 1 day 3 day
R1 1.4844 1.4817
PP 1.4839 1.4785
S1 1.4835 1.4753

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

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