CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 17-Apr-2024
Day Change Summary
Previous Current
16-Apr-2024 17-Apr-2024 Change Change % Previous Week
Open 1.0729 1.0770 0.0041 0.4% 1.0956
High 1.0766 1.0791 0.0025 0.2% 1.1001
Low 1.0729 1.0763 0.0034 0.3% 1.0755
Close 1.0753 1.0791 0.0038 0.4% 1.0763
Range 0.0038 0.0029 -0.0009 -24.0% 0.0246
ATR 0.0045 0.0044 0.0000 -1.1% 0.0000
Volume 208 37 -171 -82.2% 805
Daily Pivots for day following 17-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.0867 1.0858 1.0807
R3 1.0839 1.0829 1.0799
R2 1.0810 1.0810 1.0796
R1 1.0801 1.0801 1.0794 1.0805
PP 1.0782 1.0782 1.0782 1.0784
S1 1.0772 1.0772 1.0788 1.0777
S2 1.0753 1.0753 1.0786
S3 1.0725 1.0744 1.0783
S4 1.0696 1.0715 1.0775
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 1.0866 1.0729 0.0137 1.3% 0.0040 0.4% 46% False False 85
10 1.1001 1.0729 0.0273 2.5% 0.0046 0.4% 23% False False 127
20 1.1043 1.0729 0.0315 2.9% 0.0043 0.4% 20% False False 85
40 1.1098 1.0729 0.0369 3.4% 0.0033 0.3% 17% False False 88
60 1.1098 1.0729 0.0369 3.4% 0.0035 0.3% 17% False False 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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0912
2.618 1.0866
1.618 1.0837
1.000 1.0820
0.618 1.0809
HIGH 1.0791
0.618 1.0780
0.500 1.0777
0.382 1.0773
LOW 1.0763
0.618 1.0745
1.000 1.0734
1.618 1.0716
2.618 1.0688
4.250 1.0641
Fisher Pivots for day following 17-Apr-2024
Pivot 1 day 3 day
R1 1.0786 1.0781
PP 1.0782 1.0770
S1 1.0777 1.0760

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

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