CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 05-Dec-2007
Day Change Summary
Previous Current
04-Dec-2007 05-Dec-2007 Change Change % Previous Week
Open 1.4751 1.4718 -0.0033 -0.2% 1.4854
High 1.4770 1.4718 -0.0052 -0.4% 1.4913
Low 1.4744 1.4609 -0.0135 -0.9% 1.4637
Close 1.4770 1.4620 -0.0150 -1.0% 1.4643
Range 0.0026 0.0109 0.0083 319.2% 0.0276
ATR 0.0083 0.0089 0.0006 6.7% 0.0000
Volume 128,454 160,513 32,059 25.0% 868,695
Daily Pivots for day following 05-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4976 1.4907 1.4680
R3 1.4867 1.4798 1.4650
R2 1.4758 1.4758 1.4640
R1 1.4689 1.4689 1.4630 1.4669
PP 1.4649 1.4649 1.4649 1.4639
S1 1.4580 1.4580 1.4610 1.4560
S2 1.4540 1.4540 1.4600
S3 1.4431 1.4471 1.4590
S4 1.4322 1.4362 1.4560
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 1.4787 1.4609 0.0178 1.2% 0.0071 0.5% 6% False True 174,462
10 1.4913 1.4609 0.0304 2.1% 0.0067 0.5% 4% False True 168,175
20 1.4913 1.4593 0.0320 2.2% 0.0059 0.4% 8% False False 153,862
40 1.4913 1.4140 0.0773 5.3% 0.0057 0.4% 62% False False 161,515
60 1.4913 1.3878 0.1035 7.1% 0.0060 0.4% 72% False False 154,338
80 1.4913 1.3430 0.1483 10.1% 0.0056 0.4% 80% False False 117,168
100 1.4913 1.3430 0.1483 10.1% 0.0051 0.3% 80% False False 93,831
120 1.4913 1.3430 0.1483 10.1% 0.0045 0.3% 80% False False 78,229
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 False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5181
2.618 1.5003
1.618 1.4894
1.000 1.4827
0.618 1.4785
HIGH 1.4718
0.618 1.4676
0.500 1.4664
0.382 1.4651
LOW 1.4609
0.618 1.4542
1.000 1.4500
1.618 1.4433
2.618 1.4324
4.250 1.4146
Fisher Pivots for day following 05-Dec-2007
Pivot 1 day 3 day
R1 1.4664 1.4690
PP 1.4649 1.4666
S1 1.4635 1.4643

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

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