CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 29-Dec-2023
Day Change Summary
Previous Current
28-Dec-2023 29-Dec-2023 Change Change % Previous Week
Open 1.1250 1.1188 -0.0062 -0.6% 1.1172
High 1.1252 1.1205 -0.0047 -0.4% 1.1252
Low 1.1185 1.1161 -0.0024 -0.2% 1.1161
Close 1.1188 1.1161 -0.0028 -0.2% 1.1161
Range 0.0068 0.0045 -0.0023 -34.1% 0.0092
ATR 0.0052 0.0051 -0.0001 -1.0% 0.0000
Volume 13 5 -8 -61.5% 20
Daily Pivots for day following 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1309 1.1279 1.1185
R3 1.1264 1.1235 1.1173
R2 1.1220 1.1220 1.1169
R1 1.1190 1.1190 1.1165 1.1183
PP 1.1175 1.1175 1.1175 1.1172
S1 1.1146 1.1146 1.1156 1.1138
S2 1.1131 1.1131 1.1152
S3 1.1086 1.1101 1.1148
S4 1.1042 1.1057 1.1136
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1466 1.1405 1.1211
R3 1.1374 1.1313 1.1186
R2 1.1283 1.1283 1.1177
R1 1.1222 1.1222 1.1169 1.1206
PP 1.1191 1.1191 1.1191 1.1183
S1 1.1130 1.1130 1.1152 1.1115
S2 1.1100 1.1100 1.1144
S3 1.1008 1.1039 1.1135
S4 1.0917 1.0947 1.1110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1252 1.1120 0.0132 1.2% 0.0038 0.3% 31% False False 29
10 1.1252 1.1032 0.0221 2.0% 0.0028 0.2% 59% False False 32
20 1.1252 1.0889 0.0364 3.3% 0.0036 0.3% 75% False False 69
40 1.1252 1.0777 0.0476 4.3% 0.0034 0.3% 81% False False 59
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1394
2.618 1.1322
1.618 1.1277
1.000 1.1250
0.618 1.1233
HIGH 1.1205
0.618 1.1188
0.500 1.1183
0.382 1.1177
LOW 1.1161
0.618 1.1133
1.000 1.1116
1.618 1.1088
2.618 1.1044
4.250 1.0971
Fisher Pivots for day following 29-Dec-2023
Pivot 1 day 3 day
R1 1.1183 1.1206
PP 1.1175 1.1191
S1 1.1168 1.1176

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

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