CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 23-Apr-2024
Day Change Summary
Previous Current
22-Apr-2024 23-Apr-2024 Change Change % Previous Week
Open 1.0766 1.0769 0.0003 0.0% 1.0763
High 1.0779 1.0822 0.0043 0.4% 1.0807
Low 1.0766 1.0769 0.0003 0.0% 1.0729
Close 1.0779 1.0822 0.0043 0.4% 1.0770
Range 0.0013 0.0053 0.0040 320.0% 0.0078
ATR 0.0043 0.0044 0.0001 1.6% 0.0000
Volume 75 43 -32 -42.7% 932
Daily Pivots for day following 23-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.0962 1.0944 1.0850
R3 1.0909 1.0892 1.0836
R2 1.0857 1.0857 1.0831
R1 1.0839 1.0839 1.0826 1.0848
PP 1.0804 1.0804 1.0804 1.0808
S1 1.0787 1.0787 1.0817 1.0795
S2 1.0752 1.0752 1.0812
S3 1.0699 1.0734 1.0807
S4 1.0647 1.0682 1.0793
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 1.0822 1.0731 0.0091 0.8% 0.0039 0.4% 100% True False 166
10 1.0978 1.0729 0.0249 2.3% 0.0049 0.5% 37% False False 170
20 1.1001 1.0729 0.0273 2.5% 0.0040 0.4% 34% False False 114
40 1.1098 1.0729 0.0369 3.4% 0.0037 0.3% 25% False False 102
60 1.1098 1.0729 0.0369 3.4% 0.0035 0.3% 25% False False 96
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1045
2.618 1.0959
1.618 1.0906
1.000 1.0874
0.618 1.0854
HIGH 1.0822
0.618 1.0801
0.500 1.0795
0.382 1.0789
LOW 1.0769
0.618 1.0737
1.000 1.0717
1.618 1.0684
2.618 1.0632
4.250 1.0546
Fisher Pivots for day following 23-Apr-2024
Pivot 1 day 3 day
R1 1.0813 1.0806
PP 1.0804 1.0791
S1 1.0795 1.0776

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

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