CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 26-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 26-Dec-2023 Change Change % Previous Week
Open 1.1124 1.1172 0.0048 0.4% 1.1043
High 1.1164 1.1172 0.0008 0.1% 1.1164
Low 1.1120 1.1172 0.0052 0.5% 1.1043
Close 1.1140 1.1172 0.0032 0.3% 1.1140
Range 0.0044 0.0000 -0.0044 -100.0% 0.0121
ATR 0.0051 0.0050 -0.0001 -2.7% 0.0000
Volume 125 0 -125 -100.0% 199
Daily Pivots for day following 26-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1172 1.1172 1.1172
R3 1.1172 1.1172 1.1172
R2 1.1172 1.1172 1.1172
R1 1.1172 1.1172 1.1172 1.1172
PP 1.1172 1.1172 1.1172 1.1172
S1 1.1172 1.1172 1.1172 1.1172
S2 1.1172 1.1172 1.1172
S3 1.1172 1.1172 1.1172
S4 1.1172 1.1172 1.1172
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 1.1172 1.1074 0.0098 0.9% 0.0013 0.1% 100% True False 37
10 1.1172 1.0911 0.0261 2.3% 0.0035 0.3% 100% True False 61
20 1.1172 1.0889 0.0283 2.5% 0.0033 0.3% 100% True False 74
40 1.1172 1.0704 0.0468 4.2% 0.0032 0.3% 100% True False 61
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1172
2.618 1.1172
1.618 1.1172
1.000 1.1172
0.618 1.1172
HIGH 1.1172
0.618 1.1172
0.500 1.1172
0.382 1.1172
LOW 1.1172
0.618 1.1172
1.000 1.1172
1.618 1.1172
2.618 1.1172
4.250 1.1172
Fisher Pivots for day following 26-Dec-2023
Pivot 1 day 3 day
R1 1.1172 1.1160
PP 1.1172 1.1149
S1 1.1172 1.1137

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

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