CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 27-Mar-2024
Day Change Summary
Previous Current
26-Mar-2024 27-Mar-2024 Change Change % Previous Week
Open 1.0980 1.0946 -0.0034 -0.3% 1.1020
High 1.0980 1.0946 -0.0034 -0.3% 1.1043
Low 1.0955 1.0946 -0.0009 -0.1% 1.0929
Close 1.0959 1.0946 -0.0013 -0.1% 1.0929
Range 0.0025 0.0000 -0.0025 -100.0% 0.0114
ATR 0.0039 0.0037 -0.0002 -4.8% 0.0000
Volume 22 1 -21 -95.5% 234
Daily Pivots for day following 27-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.0946 1.0946 1.0946
R3 1.0946 1.0946 1.0946
R2 1.0946 1.0946 1.0946
R1 1.0946 1.0946 1.0946 1.0946
PP 1.0946 1.0946 1.0946 1.0946
S1 1.0946 1.0946 1.0946 1.0946
S2 1.0946 1.0946 1.0946
S3 1.0946 1.0946 1.0946
S4 1.0946 1.0946 1.0946
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 1.1041 1.0929 0.0112 1.0% 0.0034 0.3% 15% False False 20
10 1.1082 1.0929 0.0153 1.4% 0.0038 0.3% 11% False False 40
20 1.1098 1.0929 0.0169 1.5% 0.0033 0.3% 10% False False 83
40 1.1098 1.0848 0.0250 2.3% 0.0032 0.3% 39% False False 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.0005
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0946
2.618 1.0946
1.618 1.0946
1.000 1.0946
0.618 1.0946
HIGH 1.0946
0.618 1.0946
0.500 1.0946
0.382 1.0946
LOW 1.0946
0.618 1.0946
1.000 1.0946
1.618 1.0946
2.618 1.0946
4.250 1.0946
Fisher Pivots for day following 27-Mar-2024
Pivot 1 day 3 day
R1 1.0946 1.0955
PP 1.0946 1.0952
S1 1.0946 1.0949

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

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