CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 02-Apr-2024
Day Change Summary
Previous Current
01-Apr-2024 02-Apr-2024 Change Change % Previous Week
Open 1.0864 1.0861 -0.0003 0.0% 1.0930
High 1.0864 1.0900 0.0037 0.3% 1.0980
Low 1.0864 1.0854 -0.0010 -0.1% 1.0900
Close 1.0864 1.0889 0.0026 0.2% 1.0912
Range 0.0000 0.0046 0.0046 0.0081
ATR 0.0039 0.0039 0.0001 1.4% 0.0000
Volume 2 31 29 1,450.0% 105
Daily Pivots for day following 02-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1019 1.1000 1.0914
R3 1.0973 1.0954 1.0902
R2 1.0927 1.0927 1.0897
R1 1.0908 1.0908 1.0893 1.0918
PP 1.0881 1.0881 1.0881 1.0886
S1 1.0862 1.0862 1.0885 1.0872
S2 1.0835 1.0835 1.0881
S3 1.0789 1.0816 1.0876
S4 1.0743 1.0770 1.0864
Weekly Pivots for week ending 29-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 1.0980 1.0854 0.0126 1.2% 0.0024 0.2% 28% False True 26
10 1.1043 1.0854 0.0189 1.7% 0.0036 0.3% 19% False True 36
20 1.1098 1.0854 0.0244 2.2% 0.0035 0.3% 14% False True 78
40 1.1098 1.0848 0.0250 2.3% 0.0029 0.3% 16% False False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1096
2.618 1.1020
1.618 1.0974
1.000 1.0946
0.618 1.0928
HIGH 1.0900
0.618 1.0882
0.500 1.0877
0.382 1.0872
LOW 1.0854
0.618 1.0826
1.000 1.0808
1.618 1.0780
2.618 1.0734
4.250 1.0659
Fisher Pivots for day following 02-Apr-2024
Pivot 1 day 3 day
R1 1.0885 1.0901
PP 1.0881 1.0897
S1 1.0877 1.0893

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

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