CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 12-Mar-2024
Day Change Summary
Previous Current
11-Mar-2024 12-Mar-2024 Change Change % Previous Week
Open 1.1074 1.1061 -0.0013 -0.1% 1.0984
High 1.1075 1.1071 -0.0004 0.0% 1.1098
Low 1.1052 1.1043 -0.0009 -0.1% 1.0976
Close 1.1056 1.1056 0.0000 0.0% 1.1074
Range 0.0024 0.0029 0.0005 21.3% 0.0122
ATR 0.0036 0.0036 -0.0001 -1.5% 0.0000
Volume 210 185 -25 -11.9% 787
Daily Pivots for day following 12-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1142 1.1128 1.1072
R3 1.1114 1.1099 1.1064
R2 1.1085 1.1085 1.1061
R1 1.1071 1.1071 1.1059 1.1064
PP 1.1057 1.1057 1.1057 1.1053
S1 1.1042 1.1042 1.1053 1.1035
S2 1.1028 1.1028 1.1051
S3 1.1000 1.1014 1.1048
S4 1.0971 1.0985 1.1040
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 1.1013 0.0085 0.8% 0.0034 0.3% 51% False False 145
10 1.1098 1.0933 0.0165 1.5% 0.0028 0.3% 75% False False 123
20 1.1098 1.0848 0.0250 2.3% 0.0026 0.2% 83% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1192
2.618 1.1146
1.618 1.1117
1.000 1.1100
0.618 1.1089
HIGH 1.1071
0.618 1.1060
0.500 1.1057
0.382 1.1053
LOW 1.1043
0.618 1.1025
1.000 1.1014
1.618 1.0996
2.618 1.0968
4.250 1.0921
Fisher Pivots for day following 12-Mar-2024
Pivot 1 day 3 day
R1 1.1057 1.1070
PP 1.1057 1.1065
S1 1.1056 1.1061

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

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