CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 1.4810 1.4854 0.0044 0.3% 1.4685
High 1.4838 1.4875 0.0037 0.2% 1.4851
Low 1.4802 1.4843 0.0041 0.3% 1.4654
Close 1.4838 1.4872 0.0034 0.2% 1.4838
Range 0.0036 0.0032 -0.0004 -11.1% 0.0197
ATR 0.0077 0.0074 -0.0003 -3.7% 0.0000
Volume 122,343 168,393 46,050 37.6% 606,044
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4959 1.4948 1.4890
R3 1.4927 1.4916 1.4881
R2 1.4895 1.4895 1.4878
R1 1.4884 1.4884 1.4875 1.4890
PP 1.4863 1.4863 1.4863 1.4866
S1 1.4852 1.4852 1.4869 1.4858
S2 1.4831 1.4831 1.4866
S3 1.4799 1.4820 1.4863
S4 1.4767 1.4788 1.4854
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 1.4875 1.4654 0.0221 1.5% 0.0035 0.2% 99% True False 154,887
10 1.4875 1.4593 0.0282 1.9% 0.0044 0.3% 99% True False 127,447
20 1.4875 1.4388 0.0487 3.3% 0.0051 0.3% 99% True False 147,140
40 1.4875 1.4047 0.0828 5.6% 0.0058 0.4% 100% True False 157,655
60 1.4875 1.3600 0.1275 8.6% 0.0058 0.4% 100% True False 136,146
80 1.4875 1.3430 0.1445 9.7% 0.0052 0.3% 100% True False 102,328
100 1.4875 1.3430 0.1445 9.7% 0.0047 0.3% 100% True False 81,929
120 1.4875 1.3382 0.1493 10.0% 0.0041 0.3% 100% True False 68,297
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5011
2.618 1.4959
1.618 1.4927
1.000 1.4907
0.618 1.4895
HIGH 1.4875
0.618 1.4863
0.500 1.4859
0.382 1.4855
LOW 1.4843
0.618 1.4823
1.000 1.4811
1.618 1.4791
2.618 1.4759
4.250 1.4707
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 1.4868 1.4861
PP 1.4863 1.4850
S1 1.4859 1.4839

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

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