CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 21-Feb-2024
Day Change Summary
Previous Current
20-Feb-2024 21-Feb-2024 Change Change % Previous Week
Open 1.0946 1.0954 0.0008 0.1% 1.0945
High 1.0968 1.0960 -0.0008 -0.1% 1.0945
Low 1.0946 1.0954 0.0008 0.1% 1.0848
Close 1.0951 1.0960 0.0010 0.1% 1.0923
Range 0.0022 0.0006 -0.0016 -72.7% 0.0097
ATR 0.0045 0.0042 -0.0003 -5.6% 0.0000
Volume 45 35 -10 -22.2% 220
Daily Pivots for day following 21-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.0976 1.0974 1.0963
R3 1.0970 1.0968 1.0962
R2 1.0964 1.0964 1.0961
R1 1.0962 1.0962 1.0961 1.0963
PP 1.0958 1.0958 1.0958 1.0959
S1 1.0956 1.0956 1.0959 1.0957
S2 1.0952 1.0952 1.0959
S3 1.0946 1.0950 1.0958
S4 1.0940 1.0944 1.0957
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 1.0854 0.0115 1.0% 0.0025 0.2% 93% False False 53
10 1.0968 1.0848 0.0120 1.1% 0.0028 0.3% 93% False False 52
20 1.1046 1.0848 0.0198 1.8% 0.0034 0.3% 57% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0986
2.618 1.0976
1.618 1.0970
1.000 1.0966
0.618 1.0964
HIGH 1.0960
0.618 1.0958
0.500 1.0957
0.382 1.0956
LOW 1.0954
0.618 1.0950
1.000 1.0948
1.618 1.0944
2.618 1.0938
4.250 1.0929
Fisher Pivots for day following 21-Feb-2024
Pivot 1 day 3 day
R1 1.0959 1.0952
PP 1.0958 1.0944
S1 1.0957 1.0936

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

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