CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 03-Apr-2024
Day Change Summary
Previous Current
02-Apr-2024 03-Apr-2024 Change Change % Previous Week
Open 1.0861 1.0905 0.0045 0.4% 1.0930
High 1.0900 1.0959 0.0059 0.5% 1.0980
Low 1.0854 1.0899 0.0045 0.4% 1.0900
Close 1.0889 1.0959 0.0070 0.6% 1.0912
Range 0.0046 0.0060 0.0014 30.4% 0.0081
ATR 0.0039 0.0041 0.0002 5.7% 0.0000
Volume 31 91 60 193.5% 105
Daily Pivots for day following 03-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1119 1.1099 1.0992
R3 1.1059 1.1039 1.0976
R2 1.0999 1.0999 1.0970
R1 1.0979 1.0979 1.0965 1.0989
PP 1.0939 1.0939 1.0939 1.0944
S1 1.0919 1.0919 1.0954 1.0929
S2 1.0879 1.0879 1.0948
S3 1.0819 1.0859 1.0943
S4 1.0759 1.0799 1.0926
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 1.0959 1.0854 0.0105 1.0% 0.0031 0.3% 100% True False 40
10 1.1043 1.0854 0.0189 1.7% 0.0040 0.4% 56% False False 42
20 1.1098 1.0854 0.0244 2.2% 0.0036 0.3% 43% False False 69
40 1.1098 1.0848 0.0250 2.3% 0.0029 0.3% 44% False False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1214
2.618 1.1116
1.618 1.1056
1.000 1.1019
0.618 1.0996
HIGH 1.0959
0.618 1.0936
0.500 1.0929
0.382 1.0922
LOW 1.0899
0.618 1.0862
1.000 1.0839
1.618 1.0802
2.618 1.0742
4.250 1.0644
Fisher Pivots for day following 03-Apr-2024
Pivot 1 day 3 day
R1 1.0949 1.0942
PP 1.0939 1.0924
S1 1.0929 1.0907

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

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