CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 02-May-2024
Day Change Summary
Previous Current
01-May-2024 02-May-2024 Change Change % Previous Week
Open 1.0781 1.0830 0.0049 0.5% 1.0766
High 1.0843 1.0844 0.0002 0.0% 1.0868
Low 1.0780 1.0793 0.0013 0.1% 1.0766
Close 1.0843 1.0844 0.0002 0.0% 1.0822
Range 0.0063 0.0052 -0.0011 -17.6% 0.0102
ATR 0.0045 0.0046 0.0000 1.0% 0.0000
Volume 2 45 43 2,150.0% 263
Daily Pivots for day following 02-May-2024
Classic Woodie Camarilla DeMark
R4 1.0981 1.0964 1.0872
R3 1.0930 1.0913 1.0858
R2 1.0878 1.0878 1.0853
R1 1.0861 1.0861 1.0849 1.0870
PP 1.0827 1.0827 1.0827 1.0831
S1 1.0810 1.0810 1.0839 1.0818
S2 1.0775 1.0775 1.0835
S3 1.0724 1.0758 1.0830
S4 1.0672 1.0707 1.0816
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% 73% False False 31
10 1.0868 1.0731 0.0137 1.3% 0.0044 0.4% 82% False False 48
20 1.1001 1.0729 0.0273 2.5% 0.0045 0.4% 42% False False 109
40 1.1098 1.0729 0.0369 3.4% 0.0041 0.4% 31% False False 92
60 1.1098 1.0729 0.0369 3.4% 0.0035 0.3% 31% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1063
2.618 1.0979
1.618 1.0927
1.000 1.0896
0.618 1.0876
HIGH 1.0844
0.618 1.0824
0.500 1.0818
0.382 1.0812
LOW 1.0793
0.618 1.0761
1.000 1.0741
1.618 1.0709
2.618 1.0658
4.250 1.0574
Fisher Pivots for day following 02-May-2024
Pivot 1 day 3 day
R1 1.0835 1.0834
PP 1.0827 1.0825
S1 1.0818 1.0815

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

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