CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 02-Nov-2007
Day Change Summary
Previous Current
01-Nov-2007 02-Nov-2007 Change Change % Previous Week
Open 1.4478 1.4516 0.0038 0.3% 1.4409
High 1.4485 1.4540 0.0055 0.4% 1.4540
Low 1.4445 1.4525 0.0080 0.6% 1.4399
Close 1.4478 1.4516 0.0038 0.3% 1.4516
Range 0.0040 0.0015 -0.0025 -62.5% 0.0141
ATR 0.0063 0.0063 0.0000 -0.1% 0.0000
Volume 988 1,158 170 17.2% 4,406
Daily Pivots for day following 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4572 1.4559 1.4524
R3 1.4557 1.4544 1.4520
R2 1.4542 1.4542 1.4519
R1 1.4529 1.4529 1.4517 1.4524
PP 1.4527 1.4527 1.4527 1.4524
S1 1.4514 1.4514 1.4515 1.4509
S2 1.4512 1.4512 1.4513
S3 1.4497 1.4499 1.4512
S4 1.4482 1.4484 1.4508
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4908 1.4853 1.4594
R3 1.4767 1.4712 1.4555
R2 1.4626 1.4626 1.4542
R1 1.4571 1.4571 1.4529 1.4599
PP 1.4485 1.4485 1.4485 1.4499
S1 1.4430 1.4430 1.4503 1.4458
S2 1.4344 1.4344 1.4490
S3 1.4203 1.4289 1.4477
S4 1.4062 1.4148 1.4438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4540 1.4399 0.0141 1.0% 0.0022 0.2% 83% True False 881
10 1.4540 1.4158 0.0382 2.6% 0.0028 0.2% 94% True False 965
20 1.4540 1.4079 0.0461 3.2% 0.0034 0.2% 95% True False 690
40 1.4540 1.3841 0.0699 4.8% 0.0031 0.2% 97% True False 458
60 1.4540 1.3464 0.1076 7.4% 0.0021 0.1% 98% True False 309
80 1.4540 1.3464 0.1076 7.4% 0.0016 0.1% 98% True False 233
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4604
2.618 1.4579
1.618 1.4564
1.000 1.4555
0.618 1.4549
HIGH 1.4540
0.618 1.4534
0.500 1.4533
0.382 1.4531
LOW 1.4525
0.618 1.4516
1.000 1.4510
1.618 1.4501
2.618 1.4486
4.250 1.4461
Fisher Pivots for day following 02-Nov-2007
Pivot 1 day 3 day
R1 1.4533 1.4508
PP 1.4527 1.4500
S1 1.4522 1.4493

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

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