CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 11-Mar-2024
Day Change Summary
Previous Current
08-Mar-2024 11-Mar-2024 Change Change % Previous Week
Open 1.1077 1.1074 -0.0003 0.0% 1.0984
High 1.1098 1.1075 -0.0023 -0.2% 1.1098
Low 1.1060 1.1052 -0.0009 -0.1% 1.0976
Close 1.1074 1.1056 -0.0018 -0.2% 1.1074
Range 0.0038 0.0024 -0.0014 -37.3% 0.0122
ATR 0.0037 0.0036 -0.0001 -2.6% 0.0000
Volume 29 210 181 624.1% 787
Daily Pivots for day following 11-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1131 1.1117 1.1069
R3 1.1108 1.1094 1.1062
R2 1.1084 1.1084 1.1060
R1 1.1070 1.1070 1.1058 1.1066
PP 1.1061 1.1061 1.1061 1.1059
S1 1.1047 1.1047 1.1054 1.1042
S2 1.1037 1.1037 1.1052
S3 1.1014 1.1023 1.1050
S4 1.0990 1.1000 1.1043
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1415 1.1367 1.1141
R3 1.1293 1.1245 1.1108
R2 1.1171 1.1171 1.1096
R1 1.1123 1.1123 1.1085 1.1147
PP 1.1049 1.1049 1.1049 1.1061
S1 1.1001 1.1001 1.1063 1.1025
S2 1.0927 1.0927 1.1052
S3 1.0805 1.0879 1.1040
S4 1.0683 1.0757 1.1007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1098 1.0976 0.0122 1.1% 0.0035 0.3% 66% False False 163
10 1.1098 1.0933 0.0165 1.5% 0.0027 0.2% 75% False False 117
20 1.1098 1.0848 0.0250 2.3% 0.0026 0.2% 83% False False 84
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1175
2.618 1.1137
1.618 1.1113
1.000 1.1099
0.618 1.1090
HIGH 1.1075
0.618 1.1066
0.500 1.1063
0.382 1.1060
LOW 1.1052
0.618 1.1037
1.000 1.1028
1.618 1.1013
2.618 1.0990
4.250 1.0952
Fisher Pivots for day following 11-Mar-2024
Pivot 1 day 3 day
R1 1.1063 1.1056
PP 1.1061 1.1055
S1 1.1058 1.1055

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

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