CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 20-Dec-2023
Day Change Summary
Previous Current
19-Dec-2023 20-Dec-2023 Change Change % Previous Week
Open 1.1106 1.1074 -0.0032 -0.3% 1.0908
High 1.1106 1.1074 -0.0032 -0.3% 1.1136
Low 1.1106 1.1074 -0.0032 -0.3% 1.0890
Close 1.1106 1.1074 -0.0032 -0.3% 1.1032
Range
ATR 0.0053 0.0052 -0.0002 -2.9% 0.0000
Volume
Daily Pivots for day following 20-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1074 1.1074 1.1074
R3 1.1074 1.1074 1.1074
R2 1.1074 1.1074 1.1074
R1 1.1074 1.1074 1.1074 1.1074
PP 1.1074 1.1074 1.1074 1.1074
S1 1.1074 1.1074 1.1074 1.1074
S2 1.1074 1.1074 1.1074
S3 1.1074 1.1074 1.1074
S4 1.1074 1.1074 1.1074
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 1.1032 0.0105 0.9% 0.0029 0.3% 40% False False 42
10 1.1136 1.0889 0.0248 2.2% 0.0037 0.3% 75% False False 64
20 1.1143 1.0889 0.0254 2.3% 0.0032 0.3% 73% False False 93
40 1.1143 1.0697 0.0446 4.0% 0.0032 0.3% 85% False False 62
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.1074
2.618 1.1074
1.618 1.1074
1.000 1.1074
0.618 1.1074
HIGH 1.1074
0.618 1.1074
0.500 1.1074
0.382 1.1074
LOW 1.1074
0.618 1.1074
1.000 1.1074
1.618 1.1074
2.618 1.1074
4.250 1.1074
Fisher Pivots for day following 20-Dec-2023
Pivot 1 day 3 day
R1 1.1074 1.1074
PP 1.1074 1.1074
S1 1.1074 1.1074

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

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