CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 12-Feb-2024
Day Change Summary
Previous Current
09-Feb-2024 12-Feb-2024 Change Change % Previous Week
Open 1.0915 1.0945 0.0030 0.3% 1.0924
High 1.0930 1.0945 0.0015 0.1% 1.0930
Low 1.0904 1.0907 0.0003 0.0% 1.0873
Close 1.0924 1.0912 -0.0012 -0.1% 1.0924
Range 0.0026 0.0038 0.0012 46.2% 0.0057
ATR 0.0046 0.0046 -0.0001 -1.3% 0.0000
Volume 32 33 1 3.1% 497
Daily Pivots for day following 12-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1035 1.1012 1.0933
R3 1.0997 1.0974 1.0922
R2 1.0959 1.0959 1.0919
R1 1.0936 1.0936 1.0915 1.0929
PP 1.0921 1.0921 1.0921 1.0918
S1 1.0898 1.0898 1.0909 1.0891
S2 1.0883 1.0883 1.0905
S3 1.0845 1.0860 1.0902
S4 1.0807 1.0822 1.0891
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1080 1.1059 1.0955
R3 1.1023 1.1002 1.0939
R2 1.0966 1.0966 1.0934
R1 1.0945 1.0945 1.0929 1.0927
PP 1.0909 1.0909 1.0909 1.0900
S1 1.0888 1.0888 1.0918 1.0870
S2 1.0852 1.0852 1.0913
S3 1.0795 1.0831 1.0908
S4 1.0738 1.0774 1.0892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0945 1.0879 0.0066 0.6% 0.0022 0.2% 50% True False 69
10 1.1040 1.0873 0.0167 1.5% 0.0041 0.4% 23% False False 113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1107
2.618 1.1044
1.618 1.1006
1.000 1.0983
0.618 1.0968
HIGH 1.0945
0.618 1.0930
0.500 1.0926
0.382 1.0922
LOW 1.0907
0.618 1.0884
1.000 1.0869
1.618 1.0846
2.618 1.0808
4.250 1.0746
Fisher Pivots for day following 12-Feb-2024
Pivot 1 day 3 day
R1 1.0926 1.0925
PP 1.0921 1.0920
S1 1.0917 1.0916

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

View Archives - Comment on this page... - Back to Index of Symbols