CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 18-Dec-2007
Day Change Summary
Previous Current
17-Dec-2007 18-Dec-2007 Change Change % Previous Week
Open 1.4403 1.4422 0.0019 0.1% 1.4730
High 1.4414 1.4450 0.0036 0.2% 1.4757
Low 1.4368 1.4401 0.0033 0.2% 1.4425
Close 1.4407 1.4420 0.0013 0.1% 1.4435
Range 0.0046 0.0049 0.0003 6.5% 0.0332
ATR 0.0086 0.0083 -0.0003 -3.1% 0.0000
Volume 236,886 154,876 -82,010 -34.6% 493,775
Daily Pivots for day following 18-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4571 1.4544 1.4447
R3 1.4522 1.4495 1.4433
R2 1.4473 1.4473 1.4429
R1 1.4446 1.4446 1.4424 1.4435
PP 1.4424 1.4424 1.4424 1.4418
S1 1.4397 1.4397 1.4416 1.4386
S2 1.4375 1.4375 1.4411
S3 1.4326 1.4348 1.4407
S4 1.4277 1.4299 1.4393
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% 0.0077 0.5% 13% False False 163,645
10 1.4757 1.4368 0.0389 2.7% 0.0062 0.4% 13% False False 94,532
20 1.4917 1.4368 0.0549 3.8% 0.0056 0.4% 9% False False 49,533
40 1.4917 1.4158 0.0759 5.3% 0.0042 0.3% 35% False False 25,345
60 1.4917 1.4079 0.0838 5.8% 0.0040 0.3% 41% False False 17,013
80 1.4917 1.3671 0.1246 8.6% 0.0033 0.2% 60% False False 12,782
100 1.4917 1.3464 0.1453 10.1% 0.0027 0.2% 66% False False 10,227
120 1.4917 1.3464 0.1453 10.1% 0.0022 0.2% 66% False False 8,523
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4658
2.618 1.4578
1.618 1.4529
1.000 1.4499
0.618 1.4480
HIGH 1.4450
0.618 1.4431
0.500 1.4426
0.382 1.4420
LOW 1.4401
0.618 1.4371
1.000 1.4352
1.618 1.4322
2.618 1.4273
4.250 1.4193
Fisher Pivots for day following 18-Dec-2007
Pivot 1 day 3 day
R1 1.4426 1.4450
PP 1.4424 1.4440
S1 1.4422 1.4430

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

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