CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 19-Dec-2007
Day Change Summary
Previous Current
18-Dec-2007 19-Dec-2007 Change Change % Previous Week
Open 1.4422 1.4395 -0.0027 -0.2% 1.4730
High 1.4450 1.4415 -0.0035 -0.2% 1.4757
Low 1.4401 1.4340 -0.0061 -0.4% 1.4425
Close 1.4420 1.4394 -0.0026 -0.2% 1.4435
Range 0.0049 0.0075 0.0026 53.1% 0.0332
ATR 0.0083 0.0083 0.0000 -0.3% 0.0000
Volume 154,876 116,355 -38,521 -24.9% 493,775
Daily Pivots for day following 19-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4608 1.4576 1.4435
R3 1.4533 1.4501 1.4415
R2 1.4458 1.4458 1.4408
R1 1.4426 1.4426 1.4401 1.4405
PP 1.4383 1.4383 1.4383 1.4372
S1 1.4351 1.4351 1.4387 1.4330
S2 1.4308 1.4308 1.4380
S3 1.4233 1.4276 1.4373
S4 1.4158 1.4201 1.4353
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 1.4693 1.4340 0.0353 2.5% 0.0076 0.5% 15% False True 167,017
10 1.4757 1.4340 0.0417 2.9% 0.0063 0.4% 13% False True 104,583
20 1.4917 1.4340 0.0577 4.0% 0.0058 0.4% 9% False True 55,330
40 1.4917 1.4232 0.0685 4.8% 0.0042 0.3% 24% False False 28,230
60 1.4917 1.4079 0.0838 5.8% 0.0041 0.3% 38% False False 18,949
80 1.4917 1.3671 0.1246 8.7% 0.0034 0.2% 58% False False 14,236
100 1.4917 1.3464 0.1453 10.1% 0.0027 0.2% 64% False False 11,391
120 1.4917 1.3464 0.1453 10.1% 0.0023 0.2% 64% False False 9,493
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4734
2.618 1.4611
1.618 1.4536
1.000 1.4490
0.618 1.4461
HIGH 1.4415
0.618 1.4386
0.500 1.4378
0.382 1.4369
LOW 1.4340
0.618 1.4294
1.000 1.4265
1.618 1.4219
2.618 1.4144
4.250 1.4021
Fisher Pivots for day following 19-Dec-2007
Pivot 1 day 3 day
R1 1.4389 1.4395
PP 1.4383 1.4395
S1 1.4378 1.4394

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

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