CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 10-Apr-2024
Day Change Summary
Previous Current
09-Apr-2024 10-Apr-2024 Change Change % Previous Week
Open 1.0978 1.0977 -0.0002 0.0% 1.0864
High 1.1001 1.0978 -0.0024 -0.2% 1.0995
Low 1.0974 1.0855 -0.0119 -1.1% 1.0854
Close 1.0974 1.0861 -0.0113 -1.0% 1.0957
Range 0.0028 0.0123 0.0096 347.3% 0.0141
ATR 0.0040 0.0046 0.0006 14.9% 0.0000
Volume 68 481 413 607.4% 341
Daily Pivots for day following 10-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1267 1.1187 1.0929
R3 1.1144 1.1064 1.0895
R2 1.1021 1.1021 1.0884
R1 1.0941 1.0941 1.0872 1.0919
PP 1.0898 1.0898 1.0898 1.0887
S1 1.0818 1.0818 1.0850 1.0796
S2 1.0775 1.0775 1.0838
S3 1.0652 1.0695 1.0827
S4 1.0529 1.0572 1.0793
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 1.1001 1.0855 0.0147 1.3% 0.0051 0.5% 4% False True 170
10 1.1001 1.0854 0.0147 1.4% 0.0041 0.4% 5% False False 105
20 1.1085 1.0854 0.0231 2.1% 0.0041 0.4% 3% False False 75
40 1.1098 1.0848 0.0250 2.3% 0.0033 0.3% 5% False False 83
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 0.0004
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 1.1500
2.618 1.1300
1.618 1.1177
1.000 1.1101
0.618 1.1054
HIGH 1.0978
0.618 1.0931
0.500 1.0916
0.382 1.0901
LOW 1.0855
0.618 1.0778
1.000 1.0732
1.618 1.0655
2.618 1.0532
4.250 1.0332
Fisher Pivots for day following 10-Apr-2024
Pivot 1 day 3 day
R1 1.0916 1.0928
PP 1.0898 1.0906
S1 1.0879 1.0883

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

View Archives - Comment on this page... - Back to Index of Symbols