CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 11-Apr-2024
Day Change Summary
Previous Current
10-Apr-2024 11-Apr-2024 Change Change % Previous Week
Open 1.0977 1.0865 -0.0112 -1.0% 1.0864
High 1.0978 1.0866 -0.0112 -1.0% 1.0995
Low 1.0855 1.0846 -0.0009 -0.1% 1.0854
Close 1.0861 1.0850 -0.0012 -0.1% 1.0957
Range 0.0123 0.0020 -0.0104 -84.1% 0.0141
ATR 0.0046 0.0044 -0.0002 -4.1% 0.0000
Volume 481 59 -422 -87.7% 341
Daily Pivots for day following 11-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.0912 1.0900 1.0860
R3 1.0893 1.0881 1.0855
R2 1.0873 1.0873 1.0853
R1 1.0861 1.0861 1.0851 1.0858
PP 1.0854 1.0854 1.0854 1.0852
S1 1.0842 1.0842 1.0848 1.0838
S2 1.0834 1.0834 1.0846
S3 1.0815 1.0822 1.0844
S4 1.0795 1.0803 1.0839
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 1.0846 0.0155 1.4% 0.0048 0.4% 2% False True 156
10 1.1001 1.0846 0.0155 1.4% 0.0043 0.4% 2% False True 111
20 1.1082 1.0846 0.0236 2.2% 0.0040 0.4% 1% False True 75
40 1.1098 1.0846 0.0252 2.3% 0.0032 0.3% 1% False True 85
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0948
2.618 1.0917
1.618 1.0897
1.000 1.0885
0.618 1.0878
HIGH 1.0866
0.618 1.0858
0.500 1.0856
0.382 1.0853
LOW 1.0846
0.618 1.0834
1.000 1.0827
1.618 1.0814
2.618 1.0795
4.250 1.0763
Fisher Pivots for day following 11-Apr-2024
Pivot 1 day 3 day
R1 1.0856 1.0924
PP 1.0854 1.0899
S1 1.0852 1.0874

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

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