CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 1.1172 1.1200 0.0029 0.3% 1.1043
High 1.1172 1.1235 0.0063 0.6% 1.1164
Low 1.1172 1.1200 0.0029 0.3% 1.1043
Close 1.1172 1.1225 0.0054 0.5% 1.1140
Range 0.0000 0.0035 0.0035 0.0121
ATR 0.0050 0.0051 0.0001 1.9% 0.0000
Volume 0 2 2 199
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1323 1.1309 1.1244
R3 1.1289 1.1274 1.1234
R2 1.1254 1.1254 1.1231
R1 1.1240 1.1240 1.1228 1.1247
PP 1.1220 1.1220 1.1220 1.1224
S1 1.1205 1.1205 1.1222 1.1213
S2 1.1185 1.1185 1.1219
S3 1.1151 1.1171 1.1216
S4 1.1116 1.1136 1.1206
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 1.1235 1.1074 0.0161 1.4% 0.0020 0.2% 94% True False 37
10 1.1235 1.0931 0.0304 2.7% 0.0034 0.3% 97% True False 53
20 1.1235 1.0889 0.0346 3.1% 0.0034 0.3% 97% True False 73
40 1.1235 1.0704 0.0531 4.7% 0.0031 0.3% 98% True False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1381
2.618 1.1325
1.618 1.1290
1.000 1.1269
0.618 1.1256
HIGH 1.1235
0.618 1.1221
0.500 1.1217
0.382 1.1213
LOW 1.1200
0.618 1.1179
1.000 1.1166
1.618 1.1144
2.618 1.1110
4.250 1.1053
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 1.1222 1.1209
PP 1.1220 1.1193
S1 1.1217 1.1177

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

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