CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 14-Mar-2024
Day Change Summary
Previous Current
13-Mar-2024 14-Mar-2024 Change Change % Previous Week
Open 1.1059 1.1082 0.0023 0.2% 1.0984
High 1.1085 1.1082 -0.0003 0.0% 1.1098
Low 1.1059 1.1014 -0.0045 -0.4% 1.0976
Close 1.1084 1.1016 -0.0068 -0.6% 1.1074
Range 0.0026 0.0068 0.0042 164.7% 0.0122
ATR 0.0035 0.0038 0.0002 7.0% 0.0000
Volume 55 39 -16 -29.1% 787
Daily Pivots for day following 14-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1240 1.1195 1.1053
R3 1.1172 1.1128 1.1035
R2 1.1105 1.1105 1.1028
R1 1.1060 1.1060 1.1022 1.1049
PP 1.1037 1.1037 1.1037 1.1031
S1 1.0993 1.0993 1.1010 1.0981
S2 1.0970 1.0970 1.1004
S3 1.0902 1.0925 1.0997
S4 1.0835 1.0858 1.0979
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 1.1014 0.0084 0.8% 0.0037 0.3% 2% False True 103
10 1.1098 1.0933 0.0165 1.5% 0.0034 0.3% 50% False False 129
20 1.1098 1.0874 0.0224 2.0% 0.0026 0.2% 64% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 28 trading days
Fibonacci Retracements and Extensions
4.250 1.1368
2.618 1.1258
1.618 1.1191
1.000 1.1149
0.618 1.1123
HIGH 1.1082
0.618 1.1056
0.500 1.1048
0.382 1.1040
LOW 1.1014
0.618 1.0972
1.000 1.0947
1.618 1.0905
2.618 1.0837
4.250 1.0727
Fisher Pivots for day following 14-Mar-2024
Pivot 1 day 3 day
R1 1.1048 1.1049
PP 1.1037 1.1038
S1 1.1027 1.1027

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

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