CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 01-Mar-2024
Day Change Summary
Previous Current
29-Feb-2024 01-Mar-2024 Change Change % Previous Week
Open 1.0938 1.0946 0.0008 0.1% 1.0979
High 1.0941 1.0967 0.0026 0.2% 1.0996
Low 1.0937 1.0933 -0.0004 0.0% 1.0933
Close 1.0937 1.0974 0.0037 0.3% 1.0974
Range 0.0004 0.0034 0.0030 737.5% 0.0063
ATR 0.0035 0.0035 0.0000 -0.4% 0.0000
Volume 12 23 11 91.7% 328
Daily Pivots for day following 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1058 1.1049 1.0992
R3 1.1025 1.1016 1.0983
R2 1.0991 1.0991 1.0980
R1 1.0982 1.0982 1.0977 1.0987
PP 1.0958 1.0958 1.0958 1.0960
S1 1.0949 1.0949 1.0970 1.0953
S2 1.0924 1.0924 1.0967
S3 1.0891 1.0915 1.0964
S4 1.0857 1.0882 1.0955
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1157 1.1128 1.1008
R3 1.1094 1.1065 1.0991
R2 1.1031 1.1031 1.0985
R1 1.1002 1.1002 1.0979 1.0985
PP 1.0968 1.0968 1.0968 1.0959
S1 1.0939 1.0939 1.0968 1.0922
S2 1.0905 1.0905 1.0962
S3 1.0842 1.0876 1.0956
S4 1.0779 1.0813 1.0939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0996 1.0933 0.0063 0.6% 0.0020 0.2% 64% False True 65
10 1.0996 1.0905 0.0092 0.8% 0.0016 0.1% 75% False False 50
20 1.1040 1.0848 0.0192 1.7% 0.0028 0.3% 65% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1109
2.618 1.1054
1.618 1.1021
1.000 1.1000
0.618 1.0987
HIGH 1.0967
0.618 1.0954
0.500 1.0950
0.382 1.0946
LOW 1.0933
0.618 1.0912
1.000 1.0900
1.618 1.0879
2.618 1.0845
4.250 1.0791
Fisher Pivots for day following 01-Mar-2024
Pivot 1 day 3 day
R1 1.0966 1.0967
PP 1.0958 1.0961
S1 1.0950 1.0954

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

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