CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 22-Dec-2023
Day Change Summary
Previous Current
21-Dec-2023 22-Dec-2023 Change Change % Previous Week
Open 1.1115 1.1124 0.0009 0.1% 1.1043
High 1.1124 1.1164 0.0040 0.4% 1.1164
Low 1.1103 1.1120 0.0017 0.2% 1.1043
Close 1.1124 1.1140 0.0016 0.1% 1.1140
Range 0.0021 0.0044 0.0023 109.5% 0.0121
ATR 0.0052 0.0051 -0.0001 -1.1% 0.0000
Volume 60 125 65 108.3% 199
Daily Pivots for day following 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1273 1.1250 1.1164
R3 1.1229 1.1206 1.1152
R2 1.1185 1.1185 1.1148
R1 1.1162 1.1162 1.1144 1.1174
PP 1.1141 1.1141 1.1141 1.1147
S1 1.1118 1.1118 1.1135 1.1130
S2 1.1097 1.1097 1.1131
S3 1.1053 1.1074 1.1127
S4 1.1009 1.1030 1.1115
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1479 1.1430 1.1206
R3 1.1358 1.1309 1.1173
R2 1.1237 1.1237 1.1162
R1 1.1188 1.1188 1.1151 1.1212
PP 1.1116 1.1116 1.1116 1.1128
S1 1.1067 1.1067 1.1128 1.1091
S2 1.0995 1.0995 1.1117
S3 1.0874 1.0946 1.1106
S4 1.0753 1.0825 1.1073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1164 1.1043 0.0121 1.1% 0.0014 0.1% 80% True False 39
10 1.1164 1.0890 0.0274 2.5% 0.0037 0.3% 91% True False 77
20 1.1164 1.0889 0.0276 2.5% 0.0034 0.3% 91% True False 80
40 1.1164 1.0699 0.0466 4.2% 0.0033 0.3% 95% True False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1351
2.618 1.1279
1.618 1.1235
1.000 1.1208
0.618 1.1191
HIGH 1.1164
0.618 1.1147
0.500 1.1142
0.382 1.1137
LOW 1.1120
0.618 1.1093
1.000 1.1076
1.618 1.1049
2.618 1.1005
4.250 1.0933
Fisher Pivots for day following 22-Dec-2023
Pivot 1 day 3 day
R1 1.1142 1.1133
PP 1.1141 1.1126
S1 1.1140 1.1119

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.