CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 29-Feb-2024
Day Change Summary
Previous Current
28-Feb-2024 29-Feb-2024 Change Change % Previous Week
Open 1.0915 1.0892 -0.0023 -0.2% 1.0890
High 1.0927 1.0892 -0.0035 -0.3% 1.0982
Low 1.0893 1.0892 -0.0001 0.0% 1.0890
Close 1.0927 1.0892 -0.0035 -0.3% 1.0919
Range 0.0035 0.0000 -0.0035 -100.0% 0.0092
ATR 0.0041 0.0040 0.0000 -1.0% 0.0000
Volume 10 110 100 1,000.0% 190
Daily Pivots for day following 29-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.0892 1.0892 1.0892
R3 1.0892 1.0892 1.0892
R2 1.0892 1.0892 1.0892
R1 1.0892 1.0892 1.0892 1.0892
PP 1.0892 1.0892 1.0892 1.0892
S1 1.0892 1.0892 1.0892 1.0892
S2 1.0892 1.0892 1.0892
S3 1.0892 1.0892 1.0892
S4 1.0892 1.0892 1.0892
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1206 1.1155 1.0970
R3 1.1114 1.1063 1.0944
R2 1.1022 1.1022 1.0936
R1 1.0971 1.0971 1.0927 1.0997
PP 1.0930 1.0930 1.0930 1.0943
S1 1.0879 1.0879 1.0911 1.0905
S2 1.0838 1.0838 1.0902
S3 1.0746 1.0787 1.0894
S4 1.0654 1.0695 1.0868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0949 1.0892 0.0057 0.5% 0.0011 0.1% 0% False True 80
10 1.0982 1.0832 0.0150 1.4% 0.0027 0.2% 40% False False 72
20 1.0998 1.0801 0.0197 1.8% 0.0034 0.3% 46% False False 62
40 1.1094 1.0801 0.0293 2.7% 0.0035 0.3% 31% False False 62
60 1.1252 1.0801 0.0451 4.1% 0.0036 0.3% 20% False False 70
80 1.1252 1.0777 0.0476 4.4% 0.0035 0.3% 24% False False 67
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.0892
2.618 1.0892
1.618 1.0892
1.000 1.0892
0.618 1.0892
HIGH 1.0892
0.618 1.0892
0.500 1.0892
0.382 1.0892
LOW 1.0892
0.618 1.0892
1.000 1.0892
1.618 1.0892
2.618 1.0892
4.250 1.0892
Fisher Pivots for day following 29-Feb-2024
Pivot 1 day 3 day
R1 1.0892 1.0916
PP 1.0892 1.0908
S1 1.0892 1.0900

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

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