CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 13-Dec-2007
Day Change Summary
Previous Current
12-Dec-2007 13-Dec-2007 Change Change % Previous Week
Open 1.4687 1.4692 0.0005 0.0% 1.4686
High 1.4757 1.4693 -0.0064 -0.4% 1.4781
Low 1.4680 1.4588 -0.0092 -0.6% 1.4595
Close 1.4727 1.4631 -0.0096 -0.7% 1.4668
Range 0.0077 0.0105 0.0028 36.4% 0.0186
ATR 0.0073 0.0078 0.0005 6.4% 0.0000
Volume 99,494 134,992 35,498 35.7% 78,636
Daily Pivots for day following 13-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4952 1.4897 1.4689
R3 1.4847 1.4792 1.4660
R2 1.4742 1.4742 1.4650
R1 1.4687 1.4687 1.4641 1.4662
PP 1.4637 1.4637 1.4637 1.4625
S1 1.4582 1.4582 1.4621 1.4557
S2 1.4532 1.4532 1.4612
S3 1.4427 1.4477 1.4602
S4 1.4322 1.4372 1.4573
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.5239 1.5140 1.4770
R3 1.5053 1.4954 1.4719
R2 1.4867 1.4867 1.4702
R1 1.4768 1.4768 1.4685 1.4725
PP 1.4681 1.4681 1.4681 1.4660
S1 1.4582 1.4582 1.4651 1.4539
S2 1.4495 1.4495 1.4634
S3 1.4309 1.4396 1.4617
S4 1.4123 1.4210 1.4566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4757 1.4588 0.0169 1.2% 0.0058 0.4% 25% False True 64,876
10 1.4787 1.4588 0.0199 1.4% 0.0059 0.4% 22% False True 38,825
20 1.4917 1.4588 0.0329 2.2% 0.0049 0.3% 13% False True 20,533
40 1.4917 1.4158 0.0759 5.2% 0.0039 0.3% 62% False False 10,792
60 1.4917 1.3974 0.0943 6.4% 0.0038 0.3% 70% False False 7,292
80 1.4917 1.3520 0.1397 9.5% 0.0031 0.2% 80% False False 5,486
100 1.4917 1.3464 0.1453 9.9% 0.0025 0.2% 80% False False 4,390
120 1.4917 1.3464 0.1453 9.9% 0.0021 0.1% 80% False False 3,659
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 0.0008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5139
2.618 1.4968
1.618 1.4863
1.000 1.4798
0.618 1.4758
HIGH 1.4693
0.618 1.4653
0.500 1.4641
0.382 1.4628
LOW 1.4588
0.618 1.4523
1.000 1.4483
1.618 1.4418
2.618 1.4313
4.250 1.4142
Fisher Pivots for day following 13-Dec-2007
Pivot 1 day 3 day
R1 1.4641 1.4673
PP 1.4637 1.4659
S1 1.4634 1.4645

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

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