CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 06-Feb-2024
Day Change Summary
Previous Current
05-Feb-2024 06-Feb-2024 Change Change % Previous Week
Open 1.0924 1.0890 -0.0034 -0.3% 1.0970
High 1.0924 1.0901 -0.0024 -0.2% 1.1040
Low 1.0873 1.0879 0.0006 0.1% 1.0934
Close 1.0892 1.0896 0.0004 0.0% 1.0941
Range 0.0051 0.0022 -0.0030 -57.8% 0.0106
ATR
Volume 184 91 -93 -50.5% 681
Daily Pivots for day following 06-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.0956 1.0947 1.0907
R3 1.0935 1.0926 1.0901
R2 1.0913 1.0913 1.0899
R1 1.0904 1.0904 1.0897 1.0909
PP 1.0892 1.0892 1.0892 1.0894
S1 1.0883 1.0883 1.0894 1.0887
S2 1.0870 1.0870 1.0892
S3 1.0849 1.0861 1.0890
S4 1.0827 1.0840 1.0884
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% 0.0059 0.5% 13% False False 76
10 1.1046 1.0873 0.0173 1.6% 0.0041 0.4% 13% False False 98
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0992
2.618 1.0957
1.618 1.0935
1.000 1.0922
0.618 1.0914
HIGH 1.0901
0.618 1.0892
0.500 1.0890
0.382 1.0887
LOW 1.0879
0.618 1.0866
1.000 1.0858
1.618 1.0844
2.618 1.0823
4.250 1.0788
Fisher Pivots for day following 06-Feb-2024
Pivot 1 day 3 day
R1 1.0894 1.0957
PP 1.0892 1.0936
S1 1.0890 1.0916

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

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