CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 27-Feb-2024
Day Change Summary
Previous Current
26-Feb-2024 27-Feb-2024 Change Change % Previous Week
Open 1.0979 1.0990 0.0011 0.1% 1.0946
High 1.0996 1.0996 0.0000 0.0% 1.0968
Low 1.0979 1.0983 0.0004 0.0% 1.0946
Close 1.0989 1.0987 -0.0002 0.0% 1.0967
Range 0.0018 0.0014 -0.0004 -22.9% 0.0022
ATR 0.0036 0.0035 -0.0002 -4.5% 0.0000
Volume 153 126 -27 -17.6% 151
Daily Pivots for day following 27-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1029 1.1021 1.0994
R3 1.1015 1.1008 1.0990
R2 1.1002 1.1002 1.0989
R1 1.0994 1.0994 1.0988 1.0991
PP 1.0988 1.0988 1.0988 1.0987
S1 1.0981 1.0981 1.0985 1.0978
S2 1.0975 1.0975 1.0984
S3 1.0961 1.0967 1.0983
S4 1.0948 1.0954 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 1.0954 0.0042 0.4% 0.0008 0.1% 77% True False 77
10 1.0996 1.0848 0.0148 1.3% 0.0023 0.2% 94% True False 61
20 1.1040 1.0848 0.0192 1.7% 0.0032 0.3% 72% False False 87
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1053
2.618 1.1031
1.618 1.1018
1.000 1.1010
0.618 1.1004
HIGH 1.0996
0.618 1.0991
0.500 1.0989
0.382 1.0988
LOW 1.0983
0.618 1.0974
1.000 1.0969
1.618 1.0961
2.618 1.0947
4.250 1.0925
Fisher Pivots for day following 27-Feb-2024
Pivot 1 day 3 day
R1 1.0989 1.0984
PP 1.0988 1.0981
S1 1.0987 1.0979

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

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