CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 19-Mar-2024
Day Change Summary
Previous Current
18-Mar-2024 19-Mar-2024 Change Change % Previous Week
Open 1.1020 1.0990 -0.0030 -0.3% 1.1074
High 1.1020 1.0993 -0.0027 -0.2% 1.1085
Low 1.1001 1.0970 -0.0031 -0.3% 1.1006
Close 1.1001 1.0993 -0.0009 -0.1% 1.1021
Range 0.0019 0.0023 0.0004 21.1% 0.0079
ATR 0.0035 0.0035 0.0000 -0.9% 0.0000
Volume 10 27 17 170.0% 593
Daily Pivots for day following 19-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1054 1.1046 1.1005
R3 1.1031 1.1023 1.0999
R2 1.1008 1.1008 1.0997
R1 1.1000 1.1000 1.0995 1.1004
PP 1.0985 1.0985 1.0985 1.0987
S1 1.0977 1.0977 1.0990 1.0981
S2 1.0962 1.0962 1.0988
S3 1.0939 1.0954 1.0986
S4 1.0916 1.0931 1.0980
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 1.0970 0.0115 1.0% 0.0031 0.3% 20% False True 47
10 1.1098 1.0970 0.0128 1.2% 0.0033 0.3% 18% False True 96
20 1.1098 1.0933 0.0165 1.5% 0.0024 0.2% 36% False False 92
40 1.1098 1.0848 0.0250 2.3% 0.0031 0.3% 58% False False 84
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1091
2.618 1.1053
1.618 1.1030
1.000 1.1016
0.618 1.1007
HIGH 1.0993
0.618 1.0984
0.500 1.0982
0.382 1.0979
LOW 1.0970
0.618 1.0956
1.000 1.0947
1.618 1.0933
2.618 1.0910
4.250 1.0872
Fisher Pivots for day following 19-Mar-2024
Pivot 1 day 3 day
R1 1.0989 1.0999
PP 1.0985 1.0997
S1 1.0982 1.0995

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

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