CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 07-Mar-2024
Day Change Summary
Previous Current
06-Mar-2024 07-Mar-2024 Change Change % Previous Week
Open 1.1015 1.1028 0.0013 0.1% 1.0979
High 1.1029 1.1080 0.0051 0.5% 1.0996
Low 1.1015 1.1013 -0.0003 0.0% 1.0933
Close 1.1029 1.1080 0.0051 0.5% 1.0974
Range 0.0014 0.0067 0.0053 378.6% 0.0063
ATR 0.0035 0.0037 0.0002 6.6% 0.0000
Volume 2 303 301 15,050.0% 328
Daily Pivots for day following 07-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1258 1.1236 1.1116
R3 1.1191 1.1169 1.1098
R2 1.1124 1.1124 1.1092
R1 1.1102 1.1102 1.1086 1.1113
PP 1.1057 1.1057 1.1057 1.1063
S1 1.1035 1.1035 1.1073 1.1046
S2 1.0990 1.0990 1.1067
S3 1.0923 1.0968 1.1061
S4 1.0856 1.0901 1.1043
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 1.1080 1.0933 0.0147 1.3% 0.0032 0.3% 100% True False 156
10 1.1080 1.0933 0.0147 1.3% 0.0023 0.2% 100% True False 108
20 1.1080 1.0848 0.0232 2.1% 0.0025 0.2% 100% True False 74
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 0.0005
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.1364
2.618 1.1255
1.618 1.1188
1.000 1.1147
0.618 1.1121
HIGH 1.1080
0.618 1.1054
0.500 1.1046
0.382 1.1038
LOW 1.1013
0.618 1.0971
1.000 1.0946
1.618 1.0904
2.618 1.0837
4.250 1.0728
Fisher Pivots for day following 07-Mar-2024
Pivot 1 day 3 day
R1 1.1068 1.1062
PP 1.1057 1.1045
S1 1.1046 1.1028

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

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