CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 05-Feb-2024
Day Change Summary
Previous Current
02-Feb-2024 05-Feb-2024 Change Change % Previous Week
Open 1.1018 1.0924 -0.0094 -0.8% 1.0970
High 1.1040 1.0924 -0.0116 -1.1% 1.1040
Low 1.0934 1.0873 -0.0061 -0.6% 1.0934
Close 1.0941 1.0892 -0.0050 -0.5% 1.0941
Range 0.0106 0.0051 -0.0055 -51.9% 0.0106
ATR
Volume 7 184 177 2,528.6% 681
Daily Pivots for day following 05-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1049 1.1021 1.0920
R3 1.0998 1.0970 1.0906
R2 1.0947 1.0947 1.0901
R1 1.0919 1.0919 1.0896 1.0908
PP 1.0896 1.0896 1.0896 1.0890
S1 1.0868 1.0868 1.0887 1.0857
S2 1.0845 1.0845 1.0882
S3 1.0794 1.0817 1.0877
S4 1.0743 1.0766 1.0863
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1290 1.1221 1.0999
R3 1.1184 1.1115 1.0970
R2 1.1078 1.1078 1.0960
R1 1.1009 1.1009 1.0951 1.0991
PP 1.0972 1.0972 1.0972 1.0962
S1 1.0903 1.0903 1.0931 1.0885
S2 1.0866 1.0866 1.0922
S3 1.0760 1.0797 1.0912
S4 1.0654 1.0691 1.0883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1040 1.0873 0.0167 1.5% 0.0060 0.5% 11% False True 157
10 1.1046 1.0873 0.0173 1.6% 0.0045 0.4% 11% False True 93
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1141
2.618 1.1058
1.618 1.1007
1.000 1.0975
0.618 1.0956
HIGH 1.0924
0.618 1.0905
0.500 1.0899
0.382 1.0892
LOW 1.0873
0.618 1.0841
1.000 1.0822
1.618 1.0790
2.618 1.0739
4.250 1.0656
Fisher Pivots for day following 05-Feb-2024
Pivot 1 day 3 day
R1 1.0899 1.0957
PP 1.0896 1.0935
S1 1.0894 1.0913

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

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