James was son of Luke Graham and Mary (Polly) Duncan. Luke was son of Robert Graham and Rachael Delaney.They were descended from Christopher Graham who was immigrant from Dumfrie, Scotland. All this according to Tree posted on FamilySearch.org. Don't know if all this is documented or factual, but if so, the earliest was Sir William Graham, 1st Earl of Montrose, son of William Graeme and Ann Douglas, who was killed in battle of Flodden Field, Northumberland, England. Sounds great!