CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 13-Mar-2024
Day Change Summary
Previous Current
12-Mar-2024 13-Mar-2024 Change Change % Previous Week
Open 1.1061 1.1059 -0.0002 0.0% 1.0984
High 1.1071 1.1085 0.0014 0.1% 1.1098
Low 1.1043 1.1059 0.0017 0.1% 1.0976
Close 1.1056 1.1084 0.0028 0.2% 1.1074
Range 0.0029 0.0026 -0.0003 -10.5% 0.0122
ATR 0.0036 0.0035 -0.0001 -1.4% 0.0000
Volume 185 55 -130 -70.3% 787
Daily Pivots for day following 13-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1152 1.1143 1.1098
R3 1.1127 1.1118 1.1091
R2 1.1101 1.1101 1.1088
R1 1.1092 1.1092 1.1086 1.1097
PP 1.1076 1.1076 1.1076 1.1078
S1 1.1067 1.1067 1.1081 1.1071
S2 1.1050 1.1050 1.1079
S3 1.1025 1.1041 1.1076
S4 1.0999 1.1016 1.1069
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% 0.0036 0.3% 84% False False 156
10 1.1098 1.0933 0.0165 1.5% 0.0028 0.3% 91% False False 127
20 1.1098 1.0854 0.0244 2.2% 0.0024 0.2% 94% False False 95
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1193
2.618 1.1151
1.618 1.1126
1.000 1.1110
0.618 1.1100
HIGH 1.1085
0.618 1.1075
0.500 1.1072
0.382 1.1069
LOW 1.1059
0.618 1.1043
1.000 1.1034
1.618 1.1018
2.618 1.0992
4.250 1.0951
Fisher Pivots for day following 13-Mar-2024
Pivot 1 day 3 day
R1 1.1080 1.1077
PP 1.1076 1.1070
S1 1.1072 1.1064

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

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