CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 1.4234 1.4200 -0.0034 -0.2% 1.4173
High 1.4265 1.4225 -0.0040 -0.3% 1.4270
Low 1.4237 1.4185 -0.0052 -0.4% 1.4079
Close 1.4234 1.4200 -0.0034 -0.2% 1.4209
Range 0.0028 0.0040 0.0012 42.9% 0.0191
ATR 0.0056 0.0056 -0.0001 -0.9% 0.0000
Volume 380 155 -225 -59.2% 1,989
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4323 1.4302 1.4222
R3 1.4283 1.4262 1.4211
R2 1.4243 1.4243 1.4207
R1 1.4222 1.4222 1.4204 1.4220
PP 1.4203 1.4203 1.4203 1.4203
S1 1.4182 1.4182 1.4196 1.4180
S2 1.4163 1.4163 1.4193
S3 1.4123 1.4142 1.4189
S4 1.4083 1.4102 1.4178
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 1.4759 1.4675 1.4314
R3 1.4568 1.4484 1.4262
R2 1.4377 1.4377 1.4244
R1 1.4293 1.4293 1.4227 1.4335
PP 1.4186 1.4186 1.4186 1.4207
S1 1.4102 1.4102 1.4191 1.4144
S2 1.3995 1.3995 1.4174
S3 1.3804 1.3911 1.4156
S4 1.3613 1.3720 1.4104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4270 1.4167 0.0103 0.7% 0.0045 0.3% 32% False False 399
10 1.4270 1.4079 0.0191 1.3% 0.0042 0.3% 63% False False 330
20 1.4305 1.3974 0.0331 2.3% 0.0037 0.3% 68% False False 293
40 1.4305 1.3520 0.0785 5.5% 0.0022 0.2% 87% False False 179
60 1.4305 1.3464 0.0841 5.9% 0.0015 0.1% 88% False False 122
80 1.4305 1.3464 0.0841 5.9% 0.0012 0.1% 88% False False 92
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4395
2.618 1.4330
1.618 1.4290
1.000 1.4265
0.618 1.4250
HIGH 1.4225
0.618 1.4210
0.500 1.4205
0.382 1.4200
LOW 1.4185
0.618 1.4160
1.000 1.4145
1.618 1.4120
2.618 1.4080
4.250 1.4015
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 1.4205 1.4225
PP 1.4203 1.4217
S1 1.4202 1.4208

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

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