CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 28-Mar-2024
Day Change Summary
Previous Current
27-Mar-2024 28-Mar-2024 Change Change % Previous Week
Open 1.0946 1.0932 -0.0014 -0.1% 1.0930
High 1.0946 1.0948 0.0002 0.0% 1.0980
Low 1.0946 1.0900 -0.0047 -0.4% 1.0900
Close 1.0946 1.0912 -0.0034 -0.3% 1.0912
Range 0.0000 0.0048 0.0048 0.0081
ATR 0.0037 0.0038 0.0001 2.1% 0.0000
Volume 1 77 76 7,600.0% 105
Daily Pivots for day following 28-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1064 1.1036 1.0938
R3 1.1016 1.0988 1.0925
R2 1.0968 1.0968 1.0921
R1 1.0940 1.0940 1.0916 1.0930
PP 1.0920 1.0920 1.0920 1.0915
S1 1.0892 1.0892 1.0908 1.0882
S2 1.0872 1.0872 1.0903
S3 1.0824 1.0844 1.0899
S4 1.0776 1.0796 1.0886
Weekly Pivots for week ending 28-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1172 1.1123 1.0956
R3 1.1092 1.1042 1.0934
R2 1.1011 1.1011 1.0927
R1 1.0962 1.0962 1.0919 1.0946
PP 1.0931 1.0931 1.0931 1.0923
S1 1.0881 1.0881 1.0905 1.0866
S2 1.0850 1.0850 1.0897
S3 1.0770 1.0801 1.0890
S4 1.0689 1.0720 1.0868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0991 1.0900 0.0092 0.8% 0.0033 0.3% 14% False True 32
10 1.1043 1.0900 0.0144 1.3% 0.0036 0.3% 9% False True 44
20 1.1098 1.0900 0.0198 1.8% 0.0035 0.3% 6% False True 87
40 1.1098 1.0848 0.0250 2.3% 0.0033 0.3% 26% False False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1152
2.618 1.1073
1.618 1.1025
1.000 1.0996
0.618 1.0977
HIGH 1.0948
0.618 1.0929
0.500 1.0924
0.382 1.0918
LOW 1.0900
0.618 1.0870
1.000 1.0852
1.618 1.0822
2.618 1.0774
4.250 1.0696
Fisher Pivots for day following 28-Mar-2024
Pivot 1 day 3 day
R1 1.0924 1.0940
PP 1.0920 1.0931
S1 1.0916 1.0921

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.