CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 28-Feb-2024
Day Change Summary
Previous Current
27-Feb-2024 28-Feb-2024 Change Change % Previous Week
Open 1.0990 1.0967 -0.0023 -0.2% 1.0946
High 1.0996 1.0975 -0.0021 -0.2% 1.0968
Low 1.0983 1.0945 -0.0038 -0.3% 1.0946
Close 1.0987 1.0973 -0.0014 -0.1% 1.0967
Range 0.0014 0.0030 0.0017 122.2% 0.0022
ATR 0.0035 0.0035 0.0000 1.4% 0.0000
Volume 126 14 -112 -88.9% 151
Daily Pivots for day following 28-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1054 1.1044 1.0990
R3 1.1024 1.1014 1.0981
R2 1.0994 1.0994 1.0979
R1 1.0984 1.0984 1.0976 1.0989
PP 1.0964 1.0964 1.0964 1.0967
S1 1.0954 1.0954 1.0970 1.0959
S2 1.0934 1.0934 1.0968
S3 1.0904 1.0924 1.0965
S4 1.0874 1.0894 1.0957
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 1.0945 0.0051 0.5% 0.0013 0.1% 55% False True 72
10 1.0996 1.0854 0.0143 1.3% 0.0019 0.2% 84% False False 63
20 1.1040 1.0848 0.0192 1.7% 0.0032 0.3% 65% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1103
2.618 1.1054
1.618 1.1024
1.000 1.1005
0.618 1.0994
HIGH 1.0975
0.618 1.0964
0.500 1.0960
0.382 1.0956
LOW 1.0945
0.618 1.0926
1.000 1.0915
1.618 1.0896
2.618 1.0866
4.250 1.0818
Fisher Pivots for day following 28-Feb-2024
Pivot 1 day 3 day
R1 1.0969 1.0972
PP 1.0964 1.0971
S1 1.0960 1.0971

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

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