CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 26-Feb-2024
Day Change Summary
Previous Current
23-Feb-2024 26-Feb-2024 Change Change % Previous Week
Open 1.0962 1.0979 0.0017 0.2% 1.0946
High 1.0967 1.0996 0.0030 0.3% 1.0968
Low 1.0962 1.0979 0.0017 0.2% 1.0946
Close 1.0967 1.0989 0.0022 0.2% 1.0967
Range 0.0005 0.0018 0.0013 250.0% 0.0022
ATR 0.0037 0.0036 -0.0001 -1.4% 0.0000
Volume 1 153 152 15,200.0% 151
Daily Pivots for day following 26-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1040 1.1032 1.0998
R3 1.1023 1.1014 1.0993
R2 1.1005 1.1005 1.0992
R1 1.0997 1.0997 1.0990 1.1001
PP 1.0988 1.0988 1.0988 1.0990
S1 1.0979 1.0979 1.0987 1.0984
S2 1.0970 1.0970 1.0985
S3 1.0953 1.0962 1.0984
S4 1.0935 1.0944 1.0979
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1026 1.1018 1.0979
R3 1.1004 1.0996 1.0973
R2 1.0982 1.0982 1.0971
R1 1.0974 1.0974 1.0969 1.0978
PP 1.0960 1.0960 1.0960 1.0962
S1 1.0952 1.0952 1.0964 1.0956
S2 1.0938 1.0938 1.0962
S3 1.0916 1.0930 1.0960
S4 1.0894 1.0908 1.0954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0996 1.0946 0.0050 0.5% 0.0010 0.1% 85% True False 60
10 1.0996 1.0848 0.0148 1.3% 0.0025 0.2% 95% True False 52
20 1.1040 1.0848 0.0192 1.7% 0.0031 0.3% 73% False False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1070
2.618 1.1042
1.618 1.1024
1.000 1.1014
0.618 1.1007
HIGH 1.0996
0.618 1.0989
0.500 1.0987
0.382 1.0985
LOW 1.0979
0.618 1.0968
1.000 1.0961
1.618 1.0950
2.618 1.0933
4.250 1.0904
Fisher Pivots for day following 26-Feb-2024
Pivot 1 day 3 day
R1 1.0988 1.0985
PP 1.0988 1.0982
S1 1.0987 1.0979

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

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