CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 13-May-2024
Day Change Summary
Previous Current
10-May-2024 13-May-2024 Change Change % Previous Week
Open 1.0889 1.0884 -0.0006 -0.1% 1.0895
High 1.0897 1.0915 0.0018 0.2% 1.0897
Low 1.0873 1.0884 0.0011 0.1% 1.0836
Close 1.0884 1.0900 0.0016 0.1% 1.0884
Range 0.0025 0.0031 0.0007 26.5% 0.0061
ATR 0.0040 0.0039 -0.0001 -1.6% 0.0000
Volume 138 43 -95 -68.8% 475
Daily Pivots for day following 13-May-2024
Classic Woodie Camarilla DeMark
R4 1.0992 1.0977 1.0917
R3 1.0961 1.0946 1.0908
R2 1.0930 1.0930 1.0905
R1 1.0915 1.0915 1.0902 1.0923
PP 1.0899 1.0899 1.0899 1.0903
S1 1.0884 1.0884 1.0897 1.0892
S2 1.0868 1.0868 1.0894
S3 1.0837 1.0853 1.0891
S4 1.0806 1.0822 1.0882
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 1.1055 1.1030 1.0917
R3 1.0994 1.0969 1.0900
R2 1.0933 1.0933 1.0895
R1 1.0908 1.0908 1.0889 1.0890
PP 1.0872 1.0872 1.0872 1.0863
S1 1.0847 1.0847 1.0878 1.0829
S2 1.0811 1.0811 1.0872
S3 1.0750 1.0786 1.0867
S4 1.0689 1.0725 1.0850
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0915 1.0836 0.0079 0.7% 0.0030 0.3% 81% True False 101
10 1.0915 1.0780 0.0135 1.2% 0.0037 0.3% 89% True False 99
20 1.0915 1.0729 0.0186 1.7% 0.0038 0.3% 92% True False 110
40 1.1043 1.0729 0.0315 2.9% 0.0040 0.4% 54% False False 92
60 1.1098 1.0729 0.0369 3.4% 0.0034 0.3% 46% False False 93
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1046
2.618 1.0996
1.618 1.0965
1.000 1.0946
0.618 1.0934
HIGH 1.0915
0.618 1.0903
0.500 1.0899
0.382 1.0895
LOW 1.0884
0.618 1.0864
1.000 1.0853
1.618 1.0833
2.618 1.0802
4.250 1.0752
Fisher Pivots for day following 13-May-2024
Pivot 1 day 3 day
R1 1.0899 1.0891
PP 1.0899 1.0883
S1 1.0899 1.0875

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

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