CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 12-Apr-2024
Day Change Summary
Previous Current
11-Apr-2024 12-Apr-2024 Change Change % Previous Week
Open 1.0865 1.0799 -0.0066 -0.6% 1.0956
High 1.0866 1.0851 -0.0015 -0.1% 1.1001
Low 1.0846 1.0755 -0.0091 -0.8% 1.0755
Close 1.0850 1.0763 -0.0087 -0.8% 1.0763
Range 0.0020 0.0096 0.0076 389.7% 0.0246
ATR 0.0044 0.0048 0.0004 8.4% 0.0000
Volume 59 113 54 91.5% 805
Daily Pivots for day following 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1076 1.1015 1.0815
R3 1.0980 1.0919 1.0789
R2 1.0885 1.0885 1.0780
R1 1.0824 1.0824 1.0771 1.0807
PP 1.0789 1.0789 1.0789 1.0781
S1 1.0728 1.0728 1.0754 1.0711
S2 1.0694 1.0694 1.0745
S3 1.0598 1.0633 1.0736
S4 1.0503 1.0537 1.0710
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1578 1.1416 1.0898
R3 1.1332 1.1170 1.0830
R2 1.1086 1.1086 1.0808
R1 1.0924 1.0924 1.0785 1.0882
PP 1.0840 1.0840 1.0840 1.0818
S1 1.0678 1.0678 1.0740 1.0636
S2 1.0594 1.0594 1.0717
S3 1.0348 1.0432 1.0695
S4 1.0102 1.0186 1.0627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1001 1.0755 0.0246 2.3% 0.0058 0.5% 3% False True 161
10 1.1001 1.0755 0.0246 2.3% 0.0048 0.4% 3% False True 114
20 1.1043 1.0755 0.0288 2.7% 0.0042 0.4% 3% False True 79
40 1.1098 1.0755 0.0343 3.2% 0.0034 0.3% 2% False True 87
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 1.1256
2.618 1.1101
1.618 1.1005
1.000 1.0946
0.618 1.0910
HIGH 1.0851
0.618 1.0814
0.500 1.0803
0.382 1.0791
LOW 1.0755
0.618 1.0696
1.000 1.0660
1.618 1.0600
2.618 1.0505
4.250 1.0349
Fisher Pivots for day following 12-Apr-2024
Pivot 1 day 3 day
R1 1.0803 1.0866
PP 1.0789 1.0832
S1 1.0776 1.0797

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

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