CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 19-Apr-2024
Day Change Summary
Previous Current
18-Apr-2024 19-Apr-2024 Change Change % Previous Week
Open 1.0785 1.0735 -0.0050 -0.5% 1.0763
High 1.0807 1.0792 -0.0015 -0.1% 1.0807
Low 1.0765 1.0731 -0.0034 -0.3% 1.0729
Close 1.0765 1.0770 0.0005 0.0% 1.0770
Range 0.0042 0.0061 0.0020 47.0% 0.0078
ATR 0.0044 0.0045 0.0001 2.7% 0.0000
Volume 555 124 -431 -77.7% 932
Daily Pivots for day following 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.0947 1.0919 1.0803
R3 1.0886 1.0858 1.0786
R2 1.0825 1.0825 1.0781
R1 1.0797 1.0797 1.0775 1.0811
PP 1.0764 1.0764 1.0764 1.0771
S1 1.0736 1.0736 1.0764 1.0750
S2 1.0703 1.0703 1.0758
S3 1.0642 1.0675 1.0753
S4 1.0581 1.0614 1.0736
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1002 1.0964 1.0812
R3 1.0924 1.0886 1.0791
R2 1.0846 1.0846 1.0784
R1 1.0808 1.0808 1.0777 1.0827
PP 1.0768 1.0768 1.0768 1.0778
S1 1.0730 1.0730 1.0762 1.0749
S2 1.0690 1.0690 1.0755
S3 1.0612 1.0652 1.0748
S4 1.0534 1.0574 1.0727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0807 1.0729 0.0078 0.7% 0.0038 0.3% 53% False False 186
10 1.1001 1.0729 0.0273 2.5% 0.0048 0.4% 15% False False 173
20 1.1001 1.0729 0.0273 2.5% 0.0042 0.4% 15% False False 112
40 1.1098 1.0729 0.0369 3.4% 0.0036 0.3% 11% False False 103
60 1.1098 1.0729 0.0369 3.4% 0.0035 0.3% 11% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1051
2.618 1.0952
1.618 1.0891
1.000 1.0853
0.618 1.0830
HIGH 1.0792
0.618 1.0769
0.500 1.0762
0.382 1.0754
LOW 1.0731
0.618 1.0693
1.000 1.0670
1.618 1.0632
2.618 1.0571
4.250 1.0472
Fisher Pivots for day following 19-Apr-2024
Pivot 1 day 3 day
R1 1.0767 1.0769
PP 1.0764 1.0769
S1 1.0762 1.0769

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

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