CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 18-Dec-2023
Day Change Summary
Previous Current
15-Dec-2023 18-Dec-2023 Change Change % Previous Week
Open 1.1092 1.1043 -0.0049 -0.4% 1.0908
High 1.1092 1.1048 -0.0045 -0.4% 1.1136
Low 1.1032 1.1043 0.0012 0.1% 1.0890
Close 1.1032 1.1048 0.0016 0.1% 1.1032
Range 0.0061 0.0005 -0.0056 -92.6% 0.0246
ATR 0.0056 0.0053 -0.0003 -5.1% 0.0000
Volume 107 14 -93 -86.9% 578
Daily Pivots for day following 18-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1060 1.1058 1.1050
R3 1.1055 1.1054 1.1049
R2 1.1051 1.1051 1.1048
R1 1.1049 1.1049 1.1048 1.1050
PP 1.1046 1.1046 1.1046 1.1046
S1 1.1045 1.1045 1.1047 1.1045
S2 1.1042 1.1042 1.1047
S3 1.1037 1.1040 1.1046
S4 1.1033 1.1036 1.1045
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 1.0911 0.0225 2.0% 0.0057 0.5% 61% False False 85
10 1.1136 1.0889 0.0248 2.2% 0.0043 0.4% 64% False False 95
20 1.1143 1.0889 0.0254 2.3% 0.0032 0.3% 63% False False 98
40 1.1143 1.0697 0.0446 4.0% 0.0034 0.3% 79% False False 66
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.1067
2.618 1.1059
1.618 1.1055
1.000 1.1052
0.618 1.1050
HIGH 1.1048
0.618 1.1046
0.500 1.1045
0.382 1.1045
LOW 1.1043
0.618 1.1040
1.000 1.1039
1.618 1.1036
2.618 1.1031
4.250 1.1024
Fisher Pivots for day following 18-Dec-2023
Pivot 1 day 3 day
R1 1.1047 1.1084
PP 1.1046 1.1072
S1 1.1045 1.1060

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

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