CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 15-Apr-2024
Day Change Summary
Previous Current
12-Apr-2024 15-Apr-2024 Change Change % Previous Week
Open 1.0799 1.0763 -0.0036 -0.3% 1.0956
High 1.0851 1.0767 -0.0084 -0.8% 1.1001
Low 1.0755 1.0748 -0.0008 -0.1% 1.0755
Close 1.0763 1.0748 -0.0015 -0.1% 1.0763
Range 0.0096 0.0020 -0.0076 -79.6% 0.0246
ATR 0.0048 0.0046 -0.0002 -4.2% 0.0000
Volume 113 8 -105 -92.9% 805
Daily Pivots for day following 15-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.0813 1.0800 1.0758
R3 1.0793 1.0780 1.0753
R2 1.0774 1.0774 1.0751
R1 1.0761 1.0761 1.0749 1.0757
PP 1.0754 1.0754 1.0754 1.0752
S1 1.0741 1.0741 1.0746 1.0738
S2 1.0735 1.0735 1.0744
S3 1.0715 1.0722 1.0742
S4 1.0696 1.0702 1.0737
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 1.0748 0.0254 2.4% 0.0057 0.5% 0% False True 145
10 1.1001 1.0748 0.0254 2.4% 0.0050 0.5% 0% False True 115
20 1.1043 1.0748 0.0296 2.7% 0.0041 0.4% 0% False True 74
40 1.1098 1.0748 0.0350 3.3% 0.0033 0.3% 0% False True 84
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0850
2.618 1.0818
1.618 1.0799
1.000 1.0787
0.618 1.0779
HIGH 1.0767
0.618 1.0760
0.500 1.0757
0.382 1.0755
LOW 1.0748
0.618 1.0735
1.000 1.0728
1.618 1.0716
2.618 1.0696
4.250 1.0665
Fisher Pivots for day following 15-Apr-2024
Pivot 1 day 3 day
R1 1.0757 1.0807
PP 1.0754 1.0787
S1 1.0751 1.0767

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

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