CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 14-Dec-2007
Day Change Summary
Previous Current
13-Dec-2007 14-Dec-2007 Change Change % Previous Week
Open 1.4684 1.4515 -0.0169 -1.2% 1.4718
High 1.4685 1.4515 -0.0170 -1.2% 1.4745
Low 1.4582 1.4412 -0.0170 -1.2% 1.4412
Close 1.4622 1.4424 -0.0198 -1.4% 1.4424
Range 0.0103 0.0103 0.0000 0.0% 0.0333
ATR 0.0087 0.0096 0.0009 10.2% 0.0000
Volume 123,124 112,047 -11,077 -9.0% 637,493
Daily Pivots for day following 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4759 1.4695 1.4481
R3 1.4656 1.4592 1.4452
R2 1.4553 1.4553 1.4443
R1 1.4489 1.4489 1.4433 1.4470
PP 1.4450 1.4450 1.4450 1.4441
S1 1.4386 1.4386 1.4415 1.4367
S2 1.4347 1.4347 1.4405
S3 1.4244 1.4283 1.4396
S4 1.4141 1.4180 1.4367
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.5526 1.5308 1.4607
R3 1.5193 1.4975 1.4516
R2 1.4860 1.4860 1.4485
R1 1.4642 1.4642 1.4455 1.4585
PP 1.4527 1.4527 1.4527 1.4498
S1 1.4309 1.4309 1.4393 1.4252
S2 1.4194 1.4194 1.4363
S3 1.3861 1.3976 1.4332
S4 1.3528 1.3643 1.4241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4745 1.4412 0.0333 2.3% 0.0070 0.5% 4% False True 127,498
10 1.4770 1.4412 0.0358 2.5% 0.0067 0.5% 3% False True 153,230
20 1.4913 1.4412 0.0501 3.5% 0.0065 0.4% 2% False True 159,684
40 1.4913 1.4140 0.0773 5.4% 0.0061 0.4% 37% False False 157,060
60 1.4913 1.4047 0.0866 6.0% 0.0061 0.4% 44% False False 155,814
80 1.4913 1.3590 0.1323 9.2% 0.0059 0.4% 63% False False 130,083
100 1.4913 1.3430 0.1483 10.3% 0.0054 0.4% 67% False False 104,218
120 1.4913 1.3430 0.1483 10.3% 0.0049 0.3% 67% False False 86,888
Crabel Price Patterns
NR False
NR4 False
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 0.0007
Fibonacci Retracements and Extensions
4.250 1.4953
2.618 1.4785
1.618 1.4682
1.000 1.4618
0.618 1.4579
HIGH 1.4515
0.618 1.4476
0.500 1.4464
0.382 1.4451
LOW 1.4412
0.618 1.4348
1.000 1.4309
1.618 1.4245
2.618 1.4142
4.250 1.3974
Fisher Pivots for day following 14-Dec-2007
Pivot 1 day 3 day
R1 1.4464 1.4579
PP 1.4450 1.4527
S1 1.4437 1.4476

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

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