CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
21-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 1.4823 1.4810 -0.0013 -0.1% 1.4685
High 1.4851 1.4838 -0.0013 -0.1% 1.4851
Low 1.4818 1.4802 -0.0016 -0.1% 1.4654
Close 1.4849 1.4838 -0.0011 -0.1% 1.4838
Range 0.0033 0.0036 0.0003 9.1% 0.0197
ATR 0.0079 0.0077 -0.0002 -2.9% 0.0000
Volume 198,574 122,343 -76,231 -38.4% 606,044
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4934 1.4922 1.4858
R3 1.4898 1.4886 1.4848
R2 1.4862 1.4862 1.4845
R1 1.4850 1.4850 1.4841 1.4856
PP 1.4826 1.4826 1.4826 1.4829
S1 1.4814 1.4814 1.4835 1.4820
S2 1.4790 1.4790 1.4831
S3 1.4754 1.4778 1.4828
S4 1.4718 1.4742 1.4818
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.5372 1.5302 1.4946
R3 1.5175 1.5105 1.4892
R2 1.4978 1.4978 1.4874
R1 1.4908 1.4908 1.4856 1.4943
PP 1.4781 1.4781 1.4781 1.4799
S1 1.4711 1.4711 1.4820 1.4746
S2 1.4584 1.4584 1.4802
S3 1.4387 1.4514 1.4784
S4 1.4190 1.4317 1.4730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4851 1.4630 0.0221 1.5% 0.0039 0.3% 94% False False 158,538
10 1.4851 1.4593 0.0258 1.7% 0.0048 0.3% 95% False False 131,951
20 1.4851 1.4374 0.0477 3.2% 0.0051 0.3% 97% False False 147,036
40 1.4851 1.4047 0.0804 5.4% 0.0059 0.4% 98% False False 157,333
60 1.4851 1.3600 0.1251 8.4% 0.0058 0.4% 99% False False 133,355
80 1.4851 1.3430 0.1421 9.6% 0.0051 0.3% 99% False False 100,229
100 1.4851 1.3430 0.1421 9.6% 0.0047 0.3% 99% False False 80,247
120 1.4851 1.3382 0.1469 9.9% 0.0041 0.3% 99% False False 66,895
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4991
2.618 1.4932
1.618 1.4896
1.000 1.4874
0.618 1.4860
HIGH 1.4838
0.618 1.4824
0.500 1.4820
0.382 1.4816
LOW 1.4802
0.618 1.4780
1.000 1.4766
1.618 1.4744
2.618 1.4708
4.250 1.4649
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 1.4832 1.4831
PP 1.4826 1.4824
S1 1.4820 1.4818

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

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