CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 07-Feb-2024
Day Change Summary
Previous Current
06-Feb-2024 07-Feb-2024 Change Change % Previous Week
Open 1.0890 1.0910 0.0020 0.2% 1.0970
High 1.0901 1.0915 0.0014 0.1% 1.1040
Low 1.0879 1.0910 0.0031 0.3% 1.0934
Close 1.0896 1.0915 0.0019 0.2% 1.0941
Range 0.0022 0.0005 -0.0017 -79.1% 0.0106
ATR
Volume 91 183 92 101.1% 681
Daily Pivots for day following 07-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.0927 1.0925 1.0917
R3 1.0922 1.0921 1.0916
R2 1.0918 1.0918 1.0915
R1 1.0916 1.0916 1.0915 1.0917
PP 1.0913 1.0913 1.0913 1.0913
S1 1.0912 1.0912 1.0914 1.0912
S2 1.0909 1.0909 1.0914
S3 1.0904 1.0907 1.0913
S4 1.0900 1.0903 1.0912
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% 0.0053 0.5% 25% False False 94
10 1.1040 1.0873 0.0167 1.5% 0.0040 0.4% 25% False False 115
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 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0934
2.618 1.0926
1.618 1.0922
1.000 1.0919
0.618 1.0917
HIGH 1.0915
0.618 1.0913
0.500 1.0912
0.382 1.0912
LOW 1.0910
0.618 1.0907
1.000 1.0906
1.618 1.0903
2.618 1.0898
4.250 1.0891
Fisher Pivots for day following 07-Feb-2024
Pivot 1 day 3 day
R1 1.0914 1.0909
PP 1.0913 1.0904
S1 1.0912 1.0899

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

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