CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 04-Apr-2024
Day Change Summary
Previous Current
03-Apr-2024 04-Apr-2024 Change Change % Previous Week
Open 1.0905 1.0959 0.0054 0.5% 1.0930
High 1.0959 1.0995 0.0036 0.3% 1.0980
Low 1.0899 1.0959 0.0060 0.6% 1.0900
Close 1.0959 1.0972 0.0013 0.1% 1.0912
Range 0.0060 0.0036 -0.0024 -40.0% 0.0081
ATR 0.0041 0.0041 0.0000 -0.9% 0.0000
Volume 91 127 36 39.6% 105
Daily Pivots for day following 04-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1083 1.1063 1.0991
R3 1.1047 1.1027 1.0981
R2 1.1011 1.1011 1.0978
R1 1.0991 1.0991 1.0975 1.1001
PP 1.0975 1.0975 1.0975 1.0980
S1 1.0955 1.0955 1.0968 1.0965
S2 1.0939 1.0939 1.0965
S3 1.0903 1.0919 1.0962
S4 1.0867 1.0883 1.0952
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 1.0995 1.0854 0.0141 1.3% 0.0038 0.3% 83% True False 65
10 1.1041 1.0854 0.0187 1.7% 0.0036 0.3% 63% False False 43
20 1.1098 1.0854 0.0244 2.2% 0.0037 0.3% 48% False False 75
40 1.1098 1.0848 0.0250 2.3% 0.0030 0.3% 49% False False 72
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1148
2.618 1.1089
1.618 1.1053
1.000 1.1031
0.618 1.1017
HIGH 1.0995
0.618 1.0981
0.500 1.0977
0.382 1.0973
LOW 1.0959
0.618 1.0937
1.000 1.0923
1.618 1.0901
2.618 1.0865
4.250 1.0806
Fisher Pivots for day following 04-Apr-2024
Pivot 1 day 3 day
R1 1.0977 1.0956
PP 1.0975 1.0940
S1 1.0973 1.0925

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

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