CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 15-Feb-2024
Day Change Summary
Previous Current
14-Feb-2024 15-Feb-2024 Change Change % Previous Week
Open 1.0854 1.0876 0.0022 0.2% 1.0924
High 1.0875 1.0927 0.0052 0.5% 1.0930
Low 1.0854 1.0874 0.0021 0.2% 1.0873
Close 1.0875 1.0914 0.0039 0.4% 1.0924
Range 0.0022 0.0053 0.0032 146.5% 0.0057
ATR 0.0046 0.0046 0.0001 1.1% 0.0000
Volume 42 114 72 171.4% 497
Daily Pivots for day following 15-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1064 1.1042 1.0943
R3 1.1011 1.0989 1.0929
R2 1.0958 1.0958 1.0924
R1 1.0936 1.0936 1.0919 1.0947
PP 1.0905 1.0905 1.0905 1.0911
S1 1.0883 1.0883 1.0909 1.0894
S2 1.0852 1.0852 1.0904
S3 1.0799 1.0830 1.0899
S4 1.0746 1.0777 1.0885
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 1.0848 0.0097 0.9% 0.0041 0.4% 68% False False 44
10 1.1040 1.0848 0.0192 1.8% 0.0041 0.4% 34% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1152
2.618 1.1066
1.618 1.1013
1.000 1.0980
0.618 1.0960
HIGH 1.0927
0.618 1.0907
0.500 1.0901
0.382 1.0894
LOW 1.0874
0.618 1.0841
1.000 1.0821
1.618 1.0788
2.618 1.0735
4.250 1.0649
Fisher Pivots for day following 15-Feb-2024
Pivot 1 day 3 day
R1 1.0910 1.0905
PP 1.0905 1.0896
S1 1.0901 1.0888

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

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