CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 20-Feb-2024
Day Change Summary
Previous Current
16-Feb-2024 20-Feb-2024 Change Change % Previous Week
Open 1.0920 1.0946 0.0026 0.2% 1.0945
High 1.0928 1.0968 0.0040 0.4% 1.0945
Low 1.0905 1.0946 0.0042 0.4% 1.0848
Close 1.0923 1.0951 0.0028 0.3% 1.0923
Range 0.0024 0.0022 -0.0002 -6.4% 0.0097
ATR 0.0045 0.0045 0.0000 0.1% 0.0000
Volume 30 45 15 50.0% 220
Daily Pivots for day following 20-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1021 1.1008 1.0963
R3 1.0999 1.0986 1.0957
R2 1.0977 1.0977 1.0955
R1 1.0964 1.0964 1.0953 1.0970
PP 1.0955 1.0955 1.0955 1.0958
S1 1.0942 1.0942 1.0948 1.0948
S2 1.0933 1.0933 1.0946
S3 1.0911 1.0920 1.0944
S4 1.0889 1.0898 1.0938
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 1.0968 1.0848 0.0120 1.1% 0.0037 0.3% 85% True False 46
10 1.0968 1.0848 0.0120 1.1% 0.0029 0.3% 85% True False 57
20 1.1046 1.0848 0.0198 1.8% 0.0037 0.3% 52% False False 75
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1062
2.618 1.1026
1.618 1.1004
1.000 1.0990
0.618 1.0982
HIGH 1.0968
0.618 1.0960
0.500 1.0957
0.382 1.0954
LOW 1.0946
0.618 1.0932
1.000 1.0924
1.618 1.0910
2.618 1.0888
4.250 1.0853
Fisher Pivots for day following 20-Feb-2024
Pivot 1 day 3 day
R1 1.0957 1.0941
PP 1.0955 1.0931
S1 1.0953 1.0921

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

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