CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 04-Mar-2024
Day Change Summary
Previous Current
01-Mar-2024 04-Mar-2024 Change Change % Previous Week
Open 1.0946 1.0984 0.0038 0.3% 1.0979
High 1.0967 1.0997 0.0031 0.3% 1.0996
Low 1.0933 1.0984 0.0051 0.5% 1.0933
Close 1.0974 1.0990 0.0017 0.2% 1.0974
Range 0.0034 0.0013 -0.0021 -61.2% 0.0063
ATR 0.0035 0.0034 -0.0001 -2.4% 0.0000
Volume 23 182 159 691.3% 328
Daily Pivots for day following 04-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1029 1.1023 1.0997
R3 1.1016 1.1010 1.0994
R2 1.1003 1.1003 1.0992
R1 1.0997 1.0997 1.0991 1.1000
PP 1.0990 1.0990 1.0990 1.0992
S1 1.0984 1.0984 1.0989 1.0987
S2 1.0977 1.0977 1.0988
S3 1.0964 1.0971 1.0986
S4 1.0951 1.0958 1.0983
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 1.0997 1.0933 0.0064 0.6% 0.0019 0.2% 89% True False 71
10 1.0997 1.0933 0.0064 0.6% 0.0014 0.1% 89% True False 66
20 1.0997 1.0848 0.0149 1.4% 0.0023 0.2% 95% True False 68
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1052
2.618 1.1031
1.618 1.1018
1.000 1.1010
0.618 1.1005
HIGH 1.0997
0.618 1.0992
0.500 1.0991
0.382 1.0989
LOW 1.0984
0.618 1.0976
1.000 1.0971
1.618 1.0963
2.618 1.0950
4.250 1.0929
Fisher Pivots for day following 04-Mar-2024
Pivot 1 day 3 day
R1 1.0991 1.0982
PP 1.0990 1.0973
S1 1.0990 1.0965

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

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