CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 15-Mar-2024
Day Change Summary
Previous Current
14-Mar-2024 15-Mar-2024 Change Change % Previous Week
Open 1.1082 1.1021 -0.0061 -0.5% 1.1074
High 1.1082 1.1028 -0.0054 -0.5% 1.1085
Low 1.1014 1.1006 -0.0009 -0.1% 1.1006
Close 1.1016 1.1021 0.0005 0.0% 1.1021
Range 0.0068 0.0022 -0.0046 -67.4% 0.0079
ATR 0.0038 0.0036 -0.0001 -3.0% 0.0000
Volume 39 104 65 166.7% 593
Daily Pivots for day following 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1084 1.1075 1.1033
R3 1.1062 1.1053 1.1027
R2 1.1040 1.1040 1.1025
R1 1.1031 1.1031 1.1023 1.1032
PP 1.1018 1.1018 1.1018 1.1019
S1 1.1009 1.1009 1.1019 1.1010
S2 1.0996 1.0996 1.1017
S3 1.0974 1.0987 1.1015
S4 1.0952 1.0965 1.1009
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1274 1.1227 1.1064
R3 1.1195 1.1148 1.1043
R2 1.1116 1.1116 1.1035
R1 1.1069 1.1069 1.1028 1.1053
PP 1.1037 1.1037 1.1037 1.1029
S1 1.0990 1.0990 1.1014 1.0974
S2 1.0958 1.0958 1.1007
S3 1.0879 1.0911 1.0999
S4 1.0800 1.0832 1.0978
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1085 1.1006 0.0079 0.7% 0.0033 0.3% 20% False True 118
10 1.1098 1.0976 0.0122 1.1% 0.0033 0.3% 37% False False 138
20 1.1098 1.0905 0.0193 1.8% 0.0024 0.2% 60% False False 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1121
2.618 1.1085
1.618 1.1063
1.000 1.1050
0.618 1.1041
HIGH 1.1028
0.618 1.1019
0.500 1.1017
0.382 1.1014
LOW 1.1006
0.618 1.0992
1.000 1.0984
1.618 1.0970
2.618 1.0948
4.250 1.0912
Fisher Pivots for day following 15-Mar-2024
Pivot 1 day 3 day
R1 1.1020 1.1045
PP 1.1018 1.1037
S1 1.1017 1.1029

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

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