CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 28-Nov-2007
Day Change Summary
Previous Current
27-Nov-2007 28-Nov-2007 Change Change % Previous Week
Open 1.4917 1.4770 -0.0147 -1.0% 1.4687
High 1.4917 1.4875 -0.0042 -0.3% 1.4855
Low 1.4835 1.4770 -0.0065 -0.4% 1.4687
Close 1.4863 1.4876 0.0013 0.1% 1.4848
Range 0.0082 0.0105 0.0023 28.0% 0.0168
ATR 0.0063 0.0066 0.0003 4.8% 0.0000
Volume 5,822 3,749 -2,073 -35.6% 4,445
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.5155 1.5121 1.4934
R3 1.5050 1.5016 1.4905
R2 1.4945 1.4945 1.4895
R1 1.4911 1.4911 1.4886 1.4928
PP 1.4840 1.4840 1.4840 1.4849
S1 1.4806 1.4806 1.4866 1.4823
S2 1.4735 1.4735 1.4857
S3 1.4630 1.4701 1.4847
S4 1.4525 1.4596 1.4818
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 1.4917 1.4770 0.0147 1.0% 0.0051 0.3% 72% False True 2,887
10 1.4917 1.4635 0.0282 1.9% 0.0039 0.3% 85% False False 1,938
20 1.4917 1.4438 0.0479 3.2% 0.0031 0.2% 91% False False 1,600
40 1.4917 1.4079 0.0838 5.6% 0.0034 0.2% 95% False False 1,083
60 1.4917 1.3673 0.1244 8.4% 0.0030 0.2% 97% False False 778
80 1.4917 1.3464 0.1453 9.8% 0.0023 0.2% 97% False False 586
100 1.4917 1.3464 0.1453 9.8% 0.0018 0.1% 97% False False 469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 1.5321
2.618 1.5150
1.618 1.5045
1.000 1.4980
0.618 1.4940
HIGH 1.4875
0.618 1.4835
0.500 1.4823
0.382 1.4810
LOW 1.4770
0.618 1.4705
1.000 1.4665
1.618 1.4600
2.618 1.4495
4.250 1.4324
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 1.4858 1.4865
PP 1.4840 1.4854
S1 1.4823 1.4844

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

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