CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
21-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 1.4842 1.4816 -0.0026 -0.2% 1.4687
High 1.4855 1.4848 -0.0007 0.0% 1.4855
Low 1.4842 1.4816 -0.0026 -0.2% 1.4687
Close 1.4860 1.4848 -0.0012 -0.1% 1.4848
Range 0.0013 0.0032 0.0019 146.2% 0.0168
ATR 0.0065 0.0063 -0.0001 -2.3% 0.0000
Volume 2,153 825 -1,328 -61.7% 4,445
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.4933 1.4923 1.4866
R3 1.4901 1.4891 1.4857
R2 1.4869 1.4869 1.4854
R1 1.4859 1.4859 1.4851 1.4864
PP 1.4837 1.4837 1.4837 1.4840
S1 1.4827 1.4827 1.4845 1.4832
S2 1.4805 1.4805 1.4842
S3 1.4773 1.4795 1.4839
S4 1.4741 1.4763 1.4830
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.5301 1.5242 1.4940
R3 1.5133 1.5074 1.4894
R2 1.4965 1.4965 1.4879
R1 1.4906 1.4906 1.4863 1.4936
PP 1.4797 1.4797 1.4797 1.4811
S1 1.4738 1.4738 1.4833 1.4768
S2 1.4629 1.4629 1.4817
S3 1.4461 1.4570 1.4802
S4 1.4293 1.4402 1.4756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4855 1.4645 0.0210 1.4% 0.0023 0.2% 97% False False 1,142
10 1.4855 1.4614 0.0241 1.6% 0.0027 0.2% 97% False False 1,435
20 1.4855 1.4313 0.0542 3.7% 0.0025 0.2% 99% False False 1,194
40 1.4855 1.4079 0.0776 5.2% 0.0032 0.2% 99% False False 825
60 1.4855 1.3671 0.1184 8.0% 0.0027 0.2% 99% False False 588
80 1.4855 1.3464 0.1391 9.4% 0.0020 0.1% 99% False False 443
100 1.4855 1.3464 0.1391 9.4% 0.0016 0.1% 99% False False 355
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4984
2.618 1.4932
1.618 1.4900
1.000 1.4880
0.618 1.4868
HIGH 1.4848
0.618 1.4836
0.500 1.4832
0.382 1.4828
LOW 1.4816
0.618 1.4796
1.000 1.4784
1.618 1.4764
2.618 1.4732
4.250 1.4680
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 1.4843 1.4841
PP 1.4837 1.4834
S1 1.4832 1.4828

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

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