CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 05-Mar-2024
Day Change Summary
Previous Current
04-Mar-2024 05-Mar-2024 Change Change % Previous Week
Open 1.0984 1.0985 0.0001 0.0% 1.0979
High 1.0997 1.1008 0.0011 0.1% 1.0996
Low 1.0984 1.0976 -0.0009 -0.1% 1.0933
Close 1.0990 1.0987 -0.0004 0.0% 1.0974
Range 0.0013 0.0033 0.0020 150.0% 0.0063
ATR 0.0034 0.0034 0.0000 -0.4% 0.0000
Volume 182 271 89 48.9% 328
Daily Pivots for day following 05-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1088 1.1070 1.1004
R3 1.1055 1.1037 1.0995
R2 1.1023 1.1023 1.0992
R1 1.1005 1.1005 1.0989 1.1014
PP 1.0990 1.0990 1.0990 1.0995
S1 1.0972 1.0972 1.0984 1.0981
S2 1.0958 1.0958 1.0981
S3 1.0925 1.0940 1.0978
S4 1.0893 1.0907 1.0969
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 1.1008 1.0933 0.0075 0.7% 0.0023 0.2% 71% True False 100
10 1.1008 1.0933 0.0075 0.7% 0.0016 0.1% 71% True False 88
20 1.1008 1.0848 0.0160 1.5% 0.0022 0.2% 87% True False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1146
2.618 1.1093
1.618 1.1061
1.000 1.1041
0.618 1.1028
HIGH 1.1008
0.618 1.0996
0.500 1.0992
0.382 1.0988
LOW 1.0976
0.618 1.0955
1.000 1.0943
1.618 1.0923
2.618 1.0890
4.250 1.0837
Fisher Pivots for day following 05-Mar-2024
Pivot 1 day 3 day
R1 1.0992 1.0981
PP 1.0990 1.0976
S1 1.0988 1.0971

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

View Archives - Comment on this page... - Back to Index of Symbols