CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 15-Dec-2023
Day Change Summary
Previous Current
14-Dec-2023 15-Dec-2023 Change Change % Previous Week
Open 1.1077 1.1092 0.0016 0.1% 1.0908
High 1.1136 1.1092 -0.0044 -0.4% 1.1136
Low 1.1055 1.1032 -0.0024 -0.2% 1.0890
Close 1.1122 1.1032 -0.0090 -0.8% 1.1032
Range 0.0081 0.0061 -0.0021 -25.3% 0.0246
ATR 0.0053 0.0056 0.0003 5.0% 0.0000
Volume 93 107 14 15.1% 578
Daily Pivots for day following 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1233 1.1193 1.1065
R3 1.1173 1.1132 1.1048
R2 1.1112 1.1112 1.1043
R1 1.1072 1.1072 1.1037 1.1062
PP 1.1052 1.1052 1.1052 1.1047
S1 1.1011 1.1011 1.1026 1.1001
S2 1.0991 1.0991 1.1020
S3 1.0931 1.0951 1.1015
S4 1.0870 1.0890 1.0998
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1757 1.1640 1.1167
R3 1.1511 1.1394 1.1099
R2 1.1265 1.1265 1.1077
R1 1.1148 1.1148 1.1054 1.1207
PP 1.1019 1.1019 1.1019 1.1048
S1 1.0902 1.0902 1.1009 1.0961
S2 1.0773 1.0773 1.0986
S3 1.0527 1.0656 1.0964
S4 1.0281 1.0410 1.0896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1136 1.0890 0.0246 2.2% 0.0060 0.5% 58% False False 115
10 1.1136 1.0889 0.0248 2.2% 0.0044 0.4% 58% False False 99
20 1.1143 1.0889 0.0254 2.3% 0.0035 0.3% 56% False False 97
40 1.1143 1.0697 0.0446 4.0% 0.0035 0.3% 75% False False 75
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1349
2.618 1.1250
1.618 1.1190
1.000 1.1153
0.618 1.1129
HIGH 1.1092
0.618 1.1069
0.500 1.1062
0.382 1.1055
LOW 1.1032
0.618 1.0994
1.000 1.0971
1.618 1.0934
2.618 1.0873
4.250 1.0774
Fisher Pivots for day following 15-Dec-2023
Pivot 1 day 3 day
R1 1.1062 1.1034
PP 1.1052 1.1033
S1 1.1042 1.1032

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

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