CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 08-May-2024
Day Change Summary
Previous Current
07-May-2024 08-May-2024 Change Change % Previous Week
Open 1.0879 1.0850 -0.0029 -0.3% 1.0847
High 1.0892 1.0863 -0.0029 -0.3% 1.0882
Low 1.0864 1.0850 -0.0014 -0.1% 1.0780
Close 1.0864 1.0857 -0.0007 -0.1% 1.0881
Range 0.0028 0.0013 -0.0015 -53.6% 0.0102
ATR 0.0042 0.0040 -0.0002 -4.9% 0.0000
Volume 178 57 -121 -68.0% 503
Daily Pivots for day following 08-May-2024
Classic Woodie Camarilla DeMark
R4 1.0896 1.0889 1.0864
R3 1.0883 1.0876 1.0861
R2 1.0870 1.0870 1.0859
R1 1.0863 1.0863 1.0858 1.0867
PP 1.0857 1.0857 1.0857 1.0858
S1 1.0850 1.0850 1.0856 1.0854
S2 1.0844 1.0844 1.0855
S3 1.0831 1.0837 1.0853
S4 1.0818 1.0824 1.0850
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 1.0793 0.0103 0.9% 0.0029 0.3% 63% False False 140
10 1.0895 1.0780 0.0115 1.1% 0.0040 0.4% 67% False False 88
20 1.0895 1.0729 0.0167 1.5% 0.0039 0.4% 77% False False 105
40 1.1085 1.0729 0.0356 3.3% 0.0040 0.4% 36% False False 90
60 1.1098 1.0729 0.0369 3.4% 0.0035 0.3% 35% False False 91
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0918
2.618 1.0897
1.618 1.0884
1.000 1.0876
0.618 1.0871
HIGH 1.0863
0.618 1.0858
0.500 1.0857
0.382 1.0855
LOW 1.0850
0.618 1.0842
1.000 1.0837
1.618 1.0829
2.618 1.0816
4.250 1.0795
Fisher Pivots for day following 08-May-2024
Pivot 1 day 3 day
R1 1.0857 1.0873
PP 1.0857 1.0867
S1 1.0857 1.0862

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

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