CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 26-Mar-2024
Day Change Summary
Previous Current
25-Mar-2024 26-Mar-2024 Change Change % Previous Week
Open 1.0930 1.0980 0.0050 0.5% 1.1020
High 1.0961 1.0980 0.0019 0.2% 1.1043
Low 1.0930 1.0955 0.0025 0.2% 1.0929
Close 1.0961 1.0959 -0.0003 0.0% 1.0929
Range 0.0031 0.0025 -0.0006 -19.4% 0.0114
ATR 0.0040 0.0039 -0.0001 -2.7% 0.0000
Volume 5 22 17 340.0% 234
Daily Pivots for day following 26-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1040 1.1024 1.0972
R3 1.1015 1.0999 1.0965
R2 1.0990 1.0990 1.0963
R1 1.0974 1.0974 1.0961 1.0969
PP 1.0965 1.0965 1.0965 1.0962
S1 1.0949 1.0949 1.0956 1.0944
S2 1.0940 1.0940 1.0954
S3 1.0915 1.0924 1.0952
S4 1.0890 1.0899 1.0945
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% 0.0049 0.4% 26% False False 44
10 1.1085 1.0929 0.0156 1.4% 0.0040 0.4% 19% False False 45
20 1.1098 1.0929 0.0169 1.5% 0.0034 0.3% 18% False False 84
40 1.1098 1.0848 0.0250 2.3% 0.0033 0.3% 44% False False 85
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 True
Stretch 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1086
2.618 1.1045
1.618 1.1020
1.000 1.1005
0.618 1.0995
HIGH 1.0980
0.618 1.0970
0.500 1.0968
0.382 1.0965
LOW 1.0955
0.618 1.0940
1.000 1.0930
1.618 1.0915
2.618 1.0890
4.250 1.0849
Fisher Pivots for day following 26-Mar-2024
Pivot 1 day 3 day
R1 1.0968 1.0960
PP 1.0965 1.0960
S1 1.0962 1.0959

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.