CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 29-Feb-2024
Day Change Summary
Previous Current
28-Feb-2024 29-Feb-2024 Change Change % Previous Week
Open 1.0967 1.0938 -0.0029 -0.3% 1.0946
High 1.0975 1.0941 -0.0034 -0.3% 1.0968
Low 1.0945 1.0937 -0.0008 -0.1% 1.0946
Close 1.0973 1.0937 -0.0036 -0.3% 1.0967
Range 0.0030 0.0004 -0.0026 -86.7% 0.0022
ATR 0.0035 0.0035 0.0000 0.2% 0.0000
Volume 14 12 -2 -14.3% 151
Daily Pivots for day following 29-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.0950 1.0948 1.0939
R3 1.0946 1.0944 1.0938
R2 1.0942 1.0942 1.0938
R1 1.0940 1.0940 1.0937 1.0939
PP 1.0938 1.0938 1.0938 1.0938
S1 1.0936 1.0936 1.0937 1.0935
S2 1.0934 1.0934 1.0936
S3 1.0930 1.0932 1.0936
S4 1.0926 1.0928 1.0935
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 1.0937 0.0059 0.5% 0.0014 0.1% 0% False True 61
10 1.0996 1.0874 0.0122 1.1% 0.0017 0.2% 52% False False 60
20 1.1040 1.0848 0.0192 1.8% 0.0030 0.3% 46% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0958
2.618 1.0951
1.618 1.0947
1.000 1.0945
0.618 1.0943
HIGH 1.0941
0.618 1.0939
0.500 1.0939
0.382 1.0939
LOW 1.0937
0.618 1.0935
1.000 1.0933
1.618 1.0931
2.618 1.0927
4.250 1.0920
Fisher Pivots for day following 29-Feb-2024
Pivot 1 day 3 day
R1 1.0939 1.0967
PP 1.0938 1.0957
S1 1.0938 1.0947

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

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