CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 06-Mar-2024
Day Change Summary
Previous Current
05-Mar-2024 06-Mar-2024 Change Change % Previous Week
Open 1.0985 1.1015 0.0030 0.3% 1.0979
High 1.1008 1.1029 0.0021 0.2% 1.0996
Low 1.0976 1.1015 0.0040 0.4% 1.0933
Close 1.0987 1.1029 0.0043 0.4% 1.0974
Range 0.0033 0.0014 -0.0019 -56.9% 0.0063
ATR 0.0034 0.0035 0.0001 1.7% 0.0000
Volume 271 2 -269 -99.3% 328
Daily Pivots for day following 06-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1066 1.1062 1.1037
R3 1.1052 1.1048 1.1033
R2 1.1038 1.1038 1.1032
R1 1.1034 1.1034 1.1030 1.1036
PP 1.1024 1.1024 1.1024 1.1026
S1 1.1020 1.1020 1.1028 1.1022
S2 1.1010 1.1010 1.1026
S3 1.0996 1.1006 1.1025
S4 1.0982 1.0992 1.1021
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 1.1029 1.0933 0.0096 0.9% 0.0019 0.2% 100% True False 98
10 1.1029 1.0933 0.0096 0.9% 0.0016 0.1% 100% True False 85
20 1.1029 1.0848 0.0181 1.6% 0.0022 0.2% 100% 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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1089
2.618 1.1066
1.618 1.1052
1.000 1.1043
0.618 1.1038
HIGH 1.1029
0.618 1.1024
0.500 1.1022
0.382 1.1020
LOW 1.1015
0.618 1.1006
1.000 1.1001
1.618 1.0992
2.618 1.0978
4.250 1.0956
Fisher Pivots for day following 06-Mar-2024
Pivot 1 day 3 day
R1 1.1027 1.1020
PP 1.1024 1.1011
S1 1.1022 1.1002

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

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