CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 22-Mar-2024
Day Change Summary
Previous Current
21-Mar-2024 22-Mar-2024 Change Change % Previous Week
Open 1.1041 1.0963 -0.0078 -0.7% 1.1020
High 1.1041 1.0991 -0.0050 -0.5% 1.1043
Low 1.0987 1.0929 -0.0058 -0.5% 1.0929
Close 1.0988 1.0929 -0.0059 -0.5% 1.0929
Range 0.0054 0.0062 0.0008 14.8% 0.0114
ATR 0.0039 0.0041 0.0002 4.2% 0.0000
Volume 17 59 42 247.1% 234
Daily Pivots for day following 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1136 1.1094 1.0963
R3 1.1074 1.1032 1.0946
R2 1.1012 1.1012 1.0940
R1 1.0970 1.0970 1.0935 1.0960
PP 1.0950 1.0950 1.0950 1.0945
S1 1.0908 1.0908 1.0923 1.0898
S2 1.0888 1.0888 1.0918
S3 1.0826 1.0846 1.0912
S4 1.0764 1.0784 1.0895
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1309 1.1233 1.0992
R3 1.1195 1.1119 1.0960
R2 1.1081 1.1081 1.0950
R1 1.1005 1.1005 1.0939 1.0986
PP 1.0967 1.0967 1.0967 1.0958
S1 1.0891 1.0891 1.0919 1.0872
S2 1.0853 1.0853 1.0908
S3 1.0739 1.0777 1.0898
S4 1.0625 1.0663 1.0866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1043 1.0929 0.0114 1.0% 0.0046 0.4% 0% False True 46
10 1.1085 1.0929 0.0156 1.4% 0.0040 0.4% 0% False True 82
20 1.1098 1.0929 0.0169 1.5% 0.0033 0.3% 0% False True 97
40 1.1098 1.0848 0.0250 2.3% 0.0033 0.3% 32% False False 87
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1255
2.618 1.1153
1.618 1.1091
1.000 1.1053
0.618 1.1029
HIGH 1.0991
0.618 1.0967
0.500 1.0960
0.382 1.0953
LOW 1.0929
0.618 1.0891
1.000 1.0867
1.618 1.0829
2.618 1.0767
4.250 1.0666
Fisher Pivots for day following 22-Mar-2024
Pivot 1 day 3 day
R1 1.0960 1.0986
PP 1.0950 1.0967
S1 1.0939 1.0948

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

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