CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 07-May-2024
Day Change Summary
Previous Current
06-May-2024 07-May-2024 Change Change % Previous Week
Open 1.0895 1.0879 -0.0017 -0.2% 1.0847
High 1.0895 1.0892 -0.0004 0.0% 1.0882
Low 1.0888 1.0864 -0.0025 -0.2% 1.0780
Close 1.0888 1.0864 -0.0025 -0.2% 1.0881
Range 0.0007 0.0028 0.0021 300.0% 0.0102
ATR 0.0043 0.0042 -0.0001 -2.5% 0.0000
Volume 11 178 167 1,518.2% 503
Daily Pivots for day following 07-May-2024
Classic Woodie Camarilla DeMark
R4 1.0957 1.0938 1.0879
R3 1.0929 1.0910 1.0871
R2 1.0901 1.0901 1.0869
R1 1.0882 1.0882 1.0866 1.0878
PP 1.0873 1.0873 1.0873 1.0871
S1 1.0854 1.0854 1.0861 1.0850
S2 1.0845 1.0845 1.0858
S3 1.0817 1.0826 1.0856
S4 1.0789 1.0798 1.0848
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 1.1154 1.1119 1.0937
R3 1.1052 1.1017 1.0909
R2 1.0950 1.0950 1.0899
R1 1.0915 1.0915 1.0890 1.0932
PP 1.0848 1.0848 1.0848 1.0856
S1 1.0813 1.0813 1.0871 1.0830
S2 1.0746 1.0746 1.0862
S3 1.0644 1.0711 1.0852
S4 1.0542 1.0609 1.0824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0895 1.0780 0.0115 1.1% 0.0038 0.4% 73% False False 129
10 1.0895 1.0780 0.0115 1.1% 0.0039 0.4% 73% False False 83
20 1.0978 1.0729 0.0249 2.3% 0.0044 0.4% 54% False False 127
40 1.1085 1.0729 0.0356 3.3% 0.0040 0.4% 38% False False 93
60 1.1098 1.0729 0.0369 3.4% 0.0035 0.3% 37% False False 90
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1011
2.618 1.0965
1.618 1.0937
1.000 1.0920
0.618 1.0909
HIGH 1.0892
0.618 1.0881
0.500 1.0878
0.382 1.0874
LOW 1.0864
0.618 1.0846
1.000 1.0836
1.618 1.0818
2.618 1.0790
4.250 1.0745
Fisher Pivots for day following 07-May-2024
Pivot 1 day 3 day
R1 1.0878 1.0867
PP 1.0873 1.0866
S1 1.0868 1.0865

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

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