CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 10-Dec-2007
Day Change Summary
Previous Current
07-Dec-2007 10-Dec-2007 Change Change % Previous Week
Open 1.4644 1.4718 0.0074 0.5% 1.4676
High 1.4674 1.4735 0.0061 0.4% 1.4770
Low 1.4615 1.4708 0.0093 0.6% 1.4560
Close 1.4657 1.4714 0.0057 0.4% 1.4657
Range 0.0059 0.0027 -0.0032 -54.2% 0.0210
ATR 0.0087 0.0087 -0.0001 -0.8% 0.0000
Volume 200,007 131,279 -68,728 -34.4% 894,811
Daily Pivots for day following 10-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4800 1.4784 1.4729
R3 1.4773 1.4757 1.4721
R2 1.4746 1.4746 1.4719
R1 1.4730 1.4730 1.4716 1.4725
PP 1.4719 1.4719 1.4719 1.4716
S1 1.4703 1.4703 1.4712 1.4698
S2 1.4692 1.4692 1.4709
S3 1.4665 1.4676 1.4707
S4 1.4638 1.4649 1.4699
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.5292 1.5185 1.4773
R3 1.5082 1.4975 1.4715
R2 1.4872 1.4872 1.4696
R1 1.4765 1.4765 1.4676 1.4714
PP 1.4662 1.4662 1.4662 1.4637
S1 1.4555 1.4555 1.4638 1.4504
S2 1.4452 1.4452 1.4619
S3 1.4242 1.4345 1.4599
S4 1.4032 1.4135 1.4542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4770 1.4560 0.0210 1.4% 0.0063 0.4% 73% False False 164,582
10 1.4913 1.4560 0.0353 2.4% 0.0075 0.5% 44% False False 172,639
20 1.4913 1.4560 0.0353 2.4% 0.0059 0.4% 44% False False 150,043
40 1.4913 1.4140 0.0773 5.3% 0.0057 0.4% 74% False False 161,112
60 1.4913 1.3883 0.1030 7.0% 0.0061 0.4% 81% False False 157,319
80 1.4913 1.3500 0.1413 9.6% 0.0057 0.4% 86% False False 123,804
100 1.4913 1.3430 0.1483 10.1% 0.0052 0.4% 87% False False 99,165
120 1.4913 1.3430 0.1483 10.1% 0.0047 0.3% 87% False False 82,676
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4850
2.618 1.4806
1.618 1.4779
1.000 1.4762
0.618 1.4752
HIGH 1.4735
0.618 1.4725
0.500 1.4722
0.382 1.4718
LOW 1.4708
0.618 1.4691
1.000 1.4681
1.618 1.4664
2.618 1.4637
4.250 1.4593
Fisher Pivots for day following 10-Dec-2007
Pivot 1 day 3 day
R1 1.4722 1.4692
PP 1.4719 1.4670
S1 1.4717 1.4648

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

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