CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 13-Dec-2023
Day Change Summary
Previous Current
12-Dec-2023 13-Dec-2023 Change Change % Previous Week
Open 1.0921 1.0933 0.0012 0.1% 1.0957
High 1.0954 1.1028 0.0074 0.7% 1.0972
Low 1.0911 1.0931 0.0020 0.2% 1.0889
Close 1.0931 1.1028 0.0097 0.9% 1.0900
Range 0.0043 0.0097 0.0054 127.1% 0.0084
ATR 0.0045 0.0049 0.0004 8.2% 0.0000
Volume 79 135 56 70.9% 420
Daily Pivots for day following 13-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1285 1.1253 1.1081
R3 1.1188 1.1156 1.1054
R2 1.1092 1.1092 1.1045
R1 1.1060 1.1060 1.1036 1.1076
PP 1.0995 1.0995 1.0995 1.1003
S1 1.0963 1.0963 1.1019 1.0979
S2 1.0899 1.0899 1.1010
S3 1.0802 1.0867 1.1001
S4 1.0706 1.0770 1.0974
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1171 1.1119 1.0946
R3 1.1087 1.1035 1.0923
R2 1.1004 1.1004 1.0915
R1 1.0952 1.0952 1.0908 1.0936
PP 1.0920 1.0920 1.0920 1.0912
S1 1.0868 1.0868 1.0892 1.0853
S2 1.0837 1.0837 1.0885
S3 1.0753 1.0785 1.0877
S4 1.0670 1.0701 1.0854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1028 1.0889 0.0139 1.3% 0.0045 0.4% 100% True False 85
10 1.1072 1.0889 0.0184 1.7% 0.0041 0.4% 76% False False 97
20 1.1143 1.0889 0.0254 2.3% 0.0030 0.3% 55% False False 88
40 1.1143 1.0697 0.0446 4.0% 0.0032 0.3% 74% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1438
2.618 1.1280
1.618 1.1184
1.000 1.1124
0.618 1.1087
HIGH 1.1028
0.618 1.0991
0.500 1.0979
0.382 1.0968
LOW 1.0931
0.618 1.0871
1.000 1.0835
1.618 1.0775
2.618 1.0678
4.250 1.0521
Fisher Pivots for day following 13-Dec-2023
Pivot 1 day 3 day
R1 1.1011 1.1005
PP 1.0995 1.0982
S1 1.0979 1.0959

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

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