CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 20-Mar-2024
Day Change Summary
Previous Current
19-Mar-2024 20-Mar-2024 Change Change % Previous Week
Open 1.0990 1.0982 -0.0008 -0.1% 1.1074
High 1.0993 1.1043 0.0050 0.5% 1.1085
Low 1.0970 1.0972 0.0002 0.0% 1.1006
Close 1.0993 1.1043 0.0051 0.5% 1.1021
Range 0.0023 0.0072 0.0049 210.9% 0.0079
ATR 0.0035 0.0038 0.0003 7.5% 0.0000
Volume 27 121 94 348.1% 593
Daily Pivots for day following 20-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1234 1.1210 1.1082
R3 1.1162 1.1138 1.1063
R2 1.1091 1.1091 1.1056
R1 1.1067 1.1067 1.1050 1.1079
PP 1.1019 1.1019 1.1019 1.1025
S1 1.0995 1.0995 1.1036 1.1007
S2 1.0948 1.0948 1.1030
S3 1.0876 1.0924 1.1023
S4 1.0805 1.0852 1.1004
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 1.1082 1.0970 0.0112 1.0% 0.0041 0.4% 65% False False 60
10 1.1098 1.0970 0.0128 1.2% 0.0039 0.3% 57% False False 108
20 1.1098 1.0933 0.0165 1.5% 0.0027 0.2% 67% False False 96
40 1.1098 1.0848 0.0250 2.3% 0.0031 0.3% 78% False False 86
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 0.0006
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.1347
2.618 1.1230
1.618 1.1159
1.000 1.1115
0.618 1.1087
HIGH 1.1043
0.618 1.1016
0.500 1.1007
0.382 1.0999
LOW 1.0972
0.618 1.0927
1.000 1.0900
1.618 1.0856
2.618 1.0784
4.250 1.0668
Fisher Pivots for day following 20-Mar-2024
Pivot 1 day 3 day
R1 1.1031 1.1031
PP 1.1019 1.1019
S1 1.1007 1.1007

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

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