CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 16-Feb-2024
Day Change Summary
Previous Current
15-Feb-2024 16-Feb-2024 Change Change % Previous Week
Open 1.0876 1.0920 0.0044 0.4% 1.0945
High 1.0927 1.0928 0.0001 0.0% 1.0945
Low 1.0874 1.0905 0.0031 0.3% 1.0848
Close 1.0914 1.0923 0.0009 0.1% 1.0923
Range 0.0053 0.0024 -0.0030 -55.7% 0.0097
ATR 0.0046 0.0045 -0.0002 -3.5% 0.0000
Volume 114 30 -84 -73.7% 220
Daily Pivots for day following 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.0989 1.0979 1.0935
R3 1.0965 1.0956 1.0929
R2 1.0942 1.0942 1.0927
R1 1.0932 1.0932 1.0925 1.0937
PP 1.0918 1.0918 1.0918 1.0921
S1 1.0909 1.0909 1.0920 1.0914
S2 1.0895 1.0895 1.0918
S3 1.0871 1.0885 1.0916
S4 1.0848 1.0862 1.0910
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1196 1.1156 1.0976
R3 1.1099 1.1059 1.0949
R2 1.1002 1.1002 1.0940
R1 1.0962 1.0962 1.0931 1.0934
PP 1.0905 1.0905 1.0905 1.0891
S1 1.0865 1.0865 1.0914 1.0837
S2 1.0808 1.0808 1.0905
S3 1.0711 1.0768 1.0896
S4 1.0614 1.0671 1.0869
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% 0.0040 0.4% 77% False False 44
10 1.0945 1.0848 0.0097 0.9% 0.0032 0.3% 77% False False 71
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1028
2.618 1.0990
1.618 1.0966
1.000 1.0952
0.618 1.0943
HIGH 1.0928
0.618 1.0919
0.500 1.0916
0.382 1.0913
LOW 1.0905
0.618 1.0890
1.000 1.0881
1.618 1.0866
2.618 1.0843
4.250 1.0805
Fisher Pivots for day following 16-Feb-2024
Pivot 1 day 3 day
R1 1.0920 1.0912
PP 1.0918 1.0901
S1 1.0916 1.0891

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

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