CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 01-May-2024
Day Change Summary
Previous Current
30-Apr-2024 01-May-2024 Change Change % Previous Week
Open 1.0825 1.0781 -0.0044 -0.4% 1.0766
High 1.0850 1.0843 -0.0008 -0.1% 1.0868
Low 1.0793 1.0780 -0.0013 -0.1% 1.0766
Close 1.0793 1.0843 0.0050 0.5% 1.0822
Range 0.0058 0.0063 0.0005 8.7% 0.0102
ATR 0.0044 0.0045 0.0001 3.0% 0.0000
Volume 16 2 -14 -87.5% 263
Daily Pivots for day following 01-May-2024
Classic Woodie Camarilla DeMark
R4 1.1009 1.0988 1.0877
R3 1.0947 1.0926 1.0860
R2 1.0884 1.0884 1.0854
R1 1.0863 1.0863 1.0848 1.0874
PP 1.0822 1.0822 1.0822 1.0827
S1 1.0801 1.0801 1.0837 1.0811
S2 1.0759 1.0759 1.0831
S3 1.0697 1.0738 1.0825
S4 1.0634 1.0676 1.0808
Weekly Pivots for week ending 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1125 1.1075 1.0878
R3 1.1023 1.0973 1.0850
R2 1.0921 1.0921 1.0841
R1 1.0871 1.0871 1.0831 1.0896
PP 1.0819 1.0819 1.0819 1.0831
S1 1.0769 1.0769 1.0813 1.0794
S2 1.0717 1.0717 1.0803
S3 1.0615 1.0667 1.0794
S4 1.0513 1.0565 1.0766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0868 1.0780 0.0088 0.8% 0.0052 0.5% 71% False True 35
10 1.0868 1.0731 0.0137 1.3% 0.0043 0.4% 81% False False 99
20 1.1001 1.0729 0.0273 2.5% 0.0044 0.4% 42% False False 113
40 1.1098 1.0729 0.0369 3.4% 0.0040 0.4% 31% False False 91
60 1.1098 1.0729 0.0369 3.4% 0.0034 0.3% 31% False False 85
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1108
2.618 1.1006
1.618 1.0944
1.000 1.0905
0.618 1.0881
HIGH 1.0843
0.618 1.0819
0.500 1.0811
0.382 1.0804
LOW 1.0780
0.618 1.0741
1.000 1.0718
1.618 1.0679
2.618 1.0616
4.250 1.0514
Fisher Pivots for day following 01-May-2024
Pivot 1 day 3 day
R1 1.0832 1.0833
PP 1.0822 1.0824
S1 1.0811 1.0815

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

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