CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 1.4769 1.4676 -0.0093 -0.6% 1.4854
High 1.4779 1.4679 -0.0100 -0.7% 1.4913
Low 1.4637 1.4653 0.0016 0.1% 1.4637
Close 1.4643 1.4676 0.0033 0.2% 1.4643
Range 0.0142 0.0026 -0.0116 -81.7% 0.0276
ATR 0.0086 0.0083 -0.0004 -4.2% 0.0000
Volume 162,056 203,176 41,120 25.4% 868,695
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4747 1.4738 1.4690
R3 1.4721 1.4712 1.4683
R2 1.4695 1.4695 1.4681
R1 1.4686 1.4686 1.4678 1.4689
PP 1.4669 1.4669 1.4669 1.4671
S1 1.4660 1.4660 1.4674 1.4663
S2 1.4643 1.4643 1.4671
S3 1.4617 1.4634 1.4669
S4 1.4591 1.4608 1.4662
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.5559 1.5377 1.4795
R3 1.5283 1.5101 1.4719
R2 1.5007 1.5007 1.4694
R1 1.4825 1.4825 1.4668 1.4778
PP 1.4731 1.4731 1.4731 1.4708
S1 1.4549 1.4549 1.4618 1.4502
S2 1.4455 1.4455 1.4592
S3 1.4179 1.4273 1.4567
S4 1.3903 1.3997 1.4491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4913 1.4637 0.0276 1.9% 0.0086 0.6% 14% False False 180,695
10 1.4913 1.4637 0.0276 1.9% 0.0061 0.4% 14% False False 167,791
20 1.4913 1.4468 0.0445 3.0% 0.0056 0.4% 47% False False 156,341
40 1.4913 1.4047 0.0866 5.9% 0.0059 0.4% 73% False False 159,652
60 1.4913 1.3818 0.1095 7.5% 0.0059 0.4% 78% False False 150,342
80 1.4913 1.3430 0.1483 10.1% 0.0055 0.4% 84% False False 113,583
100 1.4913 1.3430 0.1483 10.1% 0.0049 0.3% 84% False False 90,950
120 1.4913 1.3385 0.1528 10.4% 0.0044 0.3% 84% False False 75,823
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1.4790
2.618 1.4747
1.618 1.4721
1.000 1.4705
0.618 1.4695
HIGH 1.4679
0.618 1.4669
0.500 1.4666
0.382 1.4663
LOW 1.4653
0.618 1.4637
1.000 1.4627
1.618 1.4611
2.618 1.4585
4.250 1.4543
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 1.4673 1.4712
PP 1.4669 1.4700
S1 1.4666 1.4688

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

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