CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 16-May-2024
Day Change Summary
Previous Current
15-May-2024 16-May-2024 Change Change % Previous Week
Open 1.0941 1.1002 0.0061 0.6% 1.0895
High 1.0990 1.1002 0.0012 0.1% 1.0897
Low 1.0937 1.0972 0.0036 0.3% 1.0836
Close 1.0988 1.0979 -0.0009 -0.1% 1.0884
Range 0.0053 0.0030 -0.0024 -44.3% 0.0061
ATR 0.0041 0.0040 -0.0001 -2.0% 0.0000
Volume 312 1,102 790 253.2% 475
Daily Pivots for day following 16-May-2024
Classic Woodie Camarilla DeMark
R4 1.1073 1.1055 1.0995
R3 1.1043 1.1026 1.0987
R2 1.1014 1.1014 1.0984
R1 1.0996 1.0996 1.0982 1.0990
PP 1.0984 1.0984 1.0984 1.0981
S1 1.0967 1.0967 1.0976 1.0961
S2 1.0955 1.0955 1.0974
S3 1.0925 1.0937 1.0971
S4 1.0896 1.0908 1.0963
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 1.1002 1.0873 0.0129 1.2% 0.0034 0.3% 83% True False 329
10 1.1002 1.0836 0.0166 1.5% 0.0032 0.3% 86% True False 239
20 1.1002 1.0731 0.0271 2.5% 0.0038 0.3% 92% True False 143
40 1.1041 1.0729 0.0313 2.8% 0.0040 0.4% 80% False False 125
60 1.1098 1.0729 0.0369 3.4% 0.0035 0.3% 68% False False 115
80 1.1098 1.0729 0.0369 3.4% 0.0035 0.3% 68% False False 105
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1127
2.618 1.1079
1.618 1.1049
1.000 1.1031
0.618 1.1020
HIGH 1.1002
0.618 1.0990
0.500 1.0987
0.382 1.0983
LOW 1.0972
0.618 1.0954
1.000 1.0943
1.618 1.0924
2.618 1.0895
4.250 1.0847
Fisher Pivots for day following 16-May-2024
Pivot 1 day 3 day
R1 1.0987 1.0970
PP 1.0984 1.0961
S1 1.0982 1.0952

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

View Archives - Comment on this page... - Back to Index of Symbols