CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 21-Dec-2007
Day Change Summary
Previous Current
20-Dec-2007 21-Dec-2007 Change Change % Previous Week
Open 1.4364 1.4390 0.0026 0.2% 1.4403
High 1.4381 1.4400 0.0019 0.1% 1.4450
Low 1.4327 1.4360 0.0033 0.2% 1.4327
Close 1.4336 1.4370 0.0034 0.2% 1.4370
Range 0.0054 0.0040 -0.0014 -25.9% 0.0123
ATR 0.0082 0.0081 -0.0001 -1.6% 0.0000
Volume 114,918 115,898 980 0.9% 738,933
Daily Pivots for day following 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4497 1.4473 1.4392
R3 1.4457 1.4433 1.4381
R2 1.4417 1.4417 1.4377
R1 1.4393 1.4393 1.4374 1.4385
PP 1.4377 1.4377 1.4377 1.4373
S1 1.4353 1.4353 1.4366 1.4345
S2 1.4337 1.4337 1.4363
S3 1.4297 1.4313 1.4359
S4 1.4257 1.4273 1.4348
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4751 1.4684 1.4438
R3 1.4628 1.4561 1.4404
R2 1.4505 1.4505 1.4393
R1 1.4438 1.4438 1.4381 1.4410
PP 1.4382 1.4382 1.4382 1.4369
S1 1.4315 1.4315 1.4359 1.4287
S2 1.4259 1.4259 1.4347
S3 1.4136 1.4192 1.4336
S4 1.4013 1.4069 1.4302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4450 1.4327 0.0123 0.9% 0.0053 0.4% 35% False False 147,786
10 1.4757 1.4327 0.0430 3.0% 0.0064 0.4% 10% False False 123,270
20 1.4917 1.4327 0.0590 4.1% 0.0061 0.4% 7% False False 66,722
40 1.4917 1.4313 0.0604 4.2% 0.0043 0.3% 9% False False 33,958
60 1.4917 1.4079 0.0838 5.8% 0.0042 0.3% 35% False False 22,791
80 1.4917 1.3671 0.1246 8.7% 0.0035 0.2% 56% False False 17,121
100 1.4917 1.3464 0.1453 10.1% 0.0028 0.2% 62% False False 13,699
120 1.4917 1.3464 0.1453 10.1% 0.0024 0.2% 62% False False 11,416
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4570
2.618 1.4505
1.618 1.4465
1.000 1.4440
0.618 1.4425
HIGH 1.4400
0.618 1.4385
0.500 1.4380
0.382 1.4375
LOW 1.4360
0.618 1.4335
1.000 1.4320
1.618 1.4295
2.618 1.4255
4.250 1.4190
Fisher Pivots for day following 21-Dec-2007
Pivot 1 day 3 day
R1 1.4380 1.4371
PP 1.4377 1.4371
S1 1.4373 1.4370

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

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