CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 25-Mar-2024
Day Change Summary
Previous Current
22-Mar-2024 25-Mar-2024 Change Change % Previous Week
Open 1.0963 1.0930 -0.0033 -0.3% 1.1020
High 1.0991 1.0961 -0.0030 -0.3% 1.1043
Low 1.0929 1.0930 0.0001 0.0% 1.0929
Close 1.0929 1.0961 0.0032 0.3% 1.0929
Range 0.0062 0.0031 -0.0031 -50.0% 0.0114
ATR 0.0041 0.0040 -0.0001 -1.5% 0.0000
Volume 59 5 -54 -91.5% 234
Daily Pivots for day following 25-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1044 1.1033 1.0978
R3 1.1013 1.1002 1.0970
R2 1.0982 1.0982 1.0967
R1 1.0971 1.0971 1.0964 1.0977
PP 1.0951 1.0951 1.0951 1.0953
S1 1.0940 1.0940 1.0958 1.0946
S2 1.0920 1.0920 1.0955
S3 1.0889 1.0909 1.0952
S4 1.0858 1.0878 1.0944
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% 0.0048 0.4% 28% False False 45
10 1.1085 1.0929 0.0156 1.4% 0.0040 0.4% 21% False False 62
20 1.1098 1.0929 0.0169 1.5% 0.0034 0.3% 19% False False 89
40 1.1098 1.0848 0.0250 2.3% 0.0032 0.3% 45% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1093
2.618 1.1042
1.618 1.1011
1.000 1.0992
0.618 1.0980
HIGH 1.0961
0.618 1.0949
0.500 1.0946
0.382 1.0942
LOW 1.0930
0.618 1.0911
1.000 1.0899
1.618 1.0880
2.618 1.0849
4.250 1.0798
Fisher Pivots for day following 25-Mar-2024
Pivot 1 day 3 day
R1 1.0956 1.0985
PP 1.0951 1.0977
S1 1.0946 1.0969

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

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