CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 09-May-2024
Day Change Summary
Previous Current
08-May-2024 09-May-2024 Change Change % Previous Week
Open 1.0850 1.0837 -0.0014 -0.1% 1.0847
High 1.0863 1.0892 0.0029 0.3% 1.0882
Low 1.0850 1.0836 -0.0014 -0.1% 1.0780
Close 1.0857 1.0892 0.0035 0.3% 1.0881
Range 0.0013 0.0056 0.0043 326.9% 0.0102
ATR 0.0040 0.0041 0.0001 2.7% 0.0000
Volume 57 91 34 59.6% 503
Daily Pivots for day following 09-May-2024
Classic Woodie Camarilla DeMark
R4 1.1040 1.1021 1.0922
R3 1.0984 1.0966 1.0907
R2 1.0929 1.0929 1.0902
R1 1.0910 1.0910 1.0897 1.0919
PP 1.0873 1.0873 1.0873 1.0878
S1 1.0855 1.0855 1.0886 1.0864
S2 1.0818 1.0818 1.0881
S3 1.0762 1.0799 1.0876
S4 1.0707 1.0744 1.0861
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 1.0836 0.0059 0.5% 0.0029 0.3% 94% False True 149
10 1.0895 1.0780 0.0115 1.1% 0.0041 0.4% 97% False False 90
20 1.0895 1.0729 0.0167 1.5% 0.0041 0.4% 98% False False 107
40 1.1082 1.0729 0.0353 3.2% 0.0040 0.4% 46% False False 91
60 1.1098 1.0729 0.0369 3.4% 0.0035 0.3% 44% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1127
2.618 1.1037
1.618 1.0981
1.000 1.0947
0.618 1.0926
HIGH 1.0892
0.618 1.0870
0.500 1.0864
0.382 1.0857
LOW 1.0836
0.618 1.0802
1.000 1.0781
1.618 1.0746
2.618 1.0691
4.250 1.0600
Fisher Pivots for day following 09-May-2024
Pivot 1 day 3 day
R1 1.0882 1.0882
PP 1.0873 1.0873
S1 1.0864 1.0864

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

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