CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 24-Apr-2024
Day Change Summary
Previous Current
23-Apr-2024 24-Apr-2024 Change Change % Previous Week
Open 1.0769 1.0804 0.0035 0.3% 1.0763
High 1.0822 1.0810 -0.0012 -0.1% 1.0807
Low 1.0769 1.0804 0.0035 0.3% 1.0729
Close 1.0822 1.0810 -0.0012 -0.1% 1.0770
Range 0.0053 0.0007 -0.0046 -87.6% 0.0078
ATR 0.0044 0.0042 -0.0002 -4.2% 0.0000
Volume 43 14 -29 -67.4% 932
Daily Pivots for day following 24-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.0827 1.0825 1.0814
R3 1.0821 1.0819 1.0812
R2 1.0814 1.0814 1.0811
R1 1.0812 1.0812 1.0811 1.0813
PP 1.0808 1.0808 1.0808 1.0808
S1 1.0806 1.0806 1.0809 1.0807
S2 1.0801 1.0801 1.0809
S3 1.0795 1.0799 1.0808
S4 1.0788 1.0793 1.0806
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% 0.0035 0.3% 87% False False 162
10 1.0866 1.0729 0.0137 1.3% 0.0037 0.3% 59% False False 123
20 1.1001 1.0729 0.0273 2.5% 0.0039 0.4% 30% False False 114
40 1.1098 1.0729 0.0369 3.4% 0.0037 0.3% 22% False False 99
60 1.1098 1.0729 0.0369 3.4% 0.0035 0.3% 22% False False 95
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0838
2.618 1.0827
1.618 1.0821
1.000 1.0817
0.618 1.0814
HIGH 1.0810
0.618 1.0808
0.500 1.0807
0.382 1.0806
LOW 1.0804
0.618 1.0799
1.000 1.0797
1.618 1.0793
2.618 1.0786
4.250 1.0776
Fisher Pivots for day following 24-Apr-2024
Pivot 1 day 3 day
R1 1.0809 1.0805
PP 1.0808 1.0799
S1 1.0807 1.0794

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

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