CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 16-Apr-2024
Day Change Summary
Previous Current
15-Apr-2024 16-Apr-2024 Change Change % Previous Week
Open 1.0763 1.0729 -0.0034 -0.3% 1.0956
High 1.0767 1.0766 -0.0001 0.0% 1.1001
Low 1.0748 1.0729 -0.0019 -0.2% 1.0755
Close 1.0748 1.0753 0.0006 0.1% 1.0763
Range 0.0020 0.0038 0.0018 92.3% 0.0246
ATR 0.0046 0.0045 -0.0001 -1.3% 0.0000
Volume 8 208 200 2,500.0% 805
Daily Pivots for day following 16-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.0862 1.0845 1.0774
R3 1.0824 1.0807 1.0763
R2 1.0787 1.0787 1.0760
R1 1.0770 1.0770 1.0756 1.0778
PP 1.0749 1.0749 1.0749 1.0753
S1 1.0732 1.0732 1.0750 1.0741
S2 1.0712 1.0712 1.0746
S3 1.0674 1.0695 1.0743
S4 1.0637 1.0657 1.0732
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 1.0978 1.0729 0.0249 2.3% 0.0059 0.5% 10% False True 173
10 1.1001 1.0729 0.0273 2.5% 0.0049 0.5% 9% False True 132
20 1.1043 1.0729 0.0315 2.9% 0.0042 0.4% 8% False True 84
40 1.1098 1.0729 0.0369 3.4% 0.0033 0.3% 7% False True 89
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 1.0925
2.618 1.0864
1.618 1.0827
1.000 1.0804
0.618 1.0789
HIGH 1.0766
0.618 1.0752
0.500 1.0747
0.382 1.0743
LOW 1.0729
0.618 1.0705
1.000 1.0691
1.618 1.0668
2.618 1.0630
4.250 1.0569
Fisher Pivots for day following 16-Apr-2024
Pivot 1 day 3 day
R1 1.0751 1.0790
PP 1.0749 1.0777
S1 1.0747 1.0765

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

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