CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 05-Apr-2024
Day Change Summary
Previous Current
04-Apr-2024 05-Apr-2024 Change Change % Previous Week
Open 1.0959 1.0927 -0.0032 -0.3% 1.0864
High 1.0995 1.0960 -0.0035 -0.3% 1.0995
Low 1.0959 1.0918 -0.0042 -0.4% 1.0854
Close 1.0972 1.0957 -0.0015 -0.1% 1.0957
Range 0.0036 0.0043 0.0007 18.1% 0.0141
ATR 0.0041 0.0042 0.0001 2.3% 0.0000
Volume 127 90 -37 -29.1% 341
Daily Pivots for day following 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1072 1.1057 1.0980
R3 1.1030 1.1015 1.0969
R2 1.0987 1.0987 1.0965
R1 1.0972 1.0972 1.0961 1.0980
PP 1.0945 1.0945 1.0945 1.0949
S1 1.0930 1.0930 1.0953 1.0937
S2 1.0902 1.0902 1.0949
S3 1.0860 1.0887 1.0945
S4 1.0817 1.0845 1.0934
Weekly Pivots for week ending 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1358 1.1299 1.1035
R3 1.1217 1.1158 1.0996
R2 1.1076 1.1076 1.0983
R1 1.1017 1.1017 1.0970 1.1047
PP 1.0935 1.0935 1.0935 1.0950
S1 1.0876 1.0876 1.0944 1.0906
S2 1.0794 1.0794 1.0931
S3 1.0653 1.0735 1.0918
S4 1.0512 1.0594 1.0879
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% 0.0037 0.3% 73% False False 68
10 1.0995 1.0854 0.0141 1.3% 0.0035 0.3% 73% False False 50
20 1.1098 1.0854 0.0244 2.2% 0.0036 0.3% 42% False False 65
40 1.1098 1.0848 0.0250 2.3% 0.0031 0.3% 44% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1141
2.618 1.1071
1.618 1.1029
1.000 1.1003
0.618 1.0986
HIGH 1.0960
0.618 1.0944
0.500 1.0939
0.382 1.0934
LOW 1.0918
0.618 1.0891
1.000 1.0875
1.618 1.0849
2.618 1.0806
4.250 1.0737
Fisher Pivots for day following 05-Apr-2024
Pivot 1 day 3 day
R1 1.0951 1.0954
PP 1.0945 1.0950
S1 1.0939 1.0947

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

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