CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 17-Dec-2007
Day Change Summary
Previous Current
14-Dec-2007 17-Dec-2007 Change Change % Previous Week
Open 1.4526 1.4403 -0.0123 -0.8% 1.4730
High 1.4532 1.4414 -0.0118 -0.8% 1.4757
Low 1.4425 1.4368 -0.0057 -0.4% 1.4425
Close 1.4435 1.4407 -0.0028 -0.2% 1.4435
Range 0.0107 0.0046 -0.0061 -57.0% 0.0332
ATR 0.0087 0.0086 -0.0001 -1.7% 0.0000
Volume 191,977 236,886 44,909 23.4% 493,775
Daily Pivots for day following 17-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4534 1.4517 1.4432
R3 1.4488 1.4471 1.4420
R2 1.4442 1.4442 1.4415
R1 1.4425 1.4425 1.4411 1.4434
PP 1.4396 1.4396 1.4396 1.4401
S1 1.4379 1.4379 1.4403 1.4388
S2 1.4350 1.4350 1.4399
S3 1.4304 1.4333 1.4394
S4 1.4258 1.4287 1.4382
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.5535 1.5317 1.4618
R3 1.5203 1.4985 1.4526
R2 1.4871 1.4871 1.4496
R1 1.4653 1.4653 1.4465 1.4596
PP 1.4539 1.4539 1.4539 1.4511
S1 1.4321 1.4321 1.4405 1.4264
S2 1.4207 1.4207 1.4374
S3 1.3875 1.3989 1.4344
S4 1.3543 1.3657 1.4252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4757 1.4368 0.0389 2.7% 0.0078 0.5% 10% False True 140,571
10 1.4781 1.4368 0.0413 2.9% 0.0060 0.4% 9% False True 79,823
20 1.4917 1.4368 0.0549 3.8% 0.0054 0.4% 7% False True 41,842
40 1.4917 1.4158 0.0759 5.3% 0.0041 0.3% 33% False False 21,495
60 1.4917 1.4079 0.0838 5.8% 0.0039 0.3% 39% False False 14,437
80 1.4917 1.3608 0.1309 9.1% 0.0033 0.2% 61% False False 10,846
100 1.4917 1.3464 0.1453 10.1% 0.0026 0.2% 65% False False 8,679
120 1.4917 1.3464 0.1453 10.1% 0.0022 0.2% 65% False False 7,232
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4610
2.618 1.4534
1.618 1.4488
1.000 1.4460
0.618 1.4442
HIGH 1.4414
0.618 1.4396
0.500 1.4391
0.382 1.4386
LOW 1.4368
0.618 1.4340
1.000 1.4322
1.618 1.4294
2.618 1.4248
4.250 1.4173
Fisher Pivots for day following 17-Dec-2007
Pivot 1 day 3 day
R1 1.4402 1.4531
PP 1.4396 1.4489
S1 1.4391 1.4448

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

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