CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 17-Jun-2024
Day Change Summary
Previous Current
14-Jun-2024 17-Jun-2024 Change Change % Previous Week
Open 1.0833 1.0800 -0.0033 -0.3% 1.0871
High 1.0837 1.0832 -0.0005 0.0% 1.0944
Low 1.0766 1.0785 0.0019 0.2% 1.0766
Close 1.0794 1.0830 0.0036 0.3% 1.0794
Range 0.0071 0.0047 -0.0024 -34.0% 0.0178
ATR 0.0055 0.0055 -0.0001 -1.1% 0.0000
Volume 768 916 148 19.3% 4,017
Daily Pivots for day following 17-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.0955 1.0939 1.0856
R3 1.0909 1.0893 1.0843
R2 1.0862 1.0862 1.0839
R1 1.0846 1.0846 1.0834 1.0854
PP 1.0816 1.0816 1.0816 1.0820
S1 1.0800 1.0800 1.0826 1.0808
S2 1.0769 1.0769 1.0821
S3 1.0723 1.0753 1.0817
S4 1.0676 1.0707 1.0804
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1369 1.1259 1.0892
R3 1.1191 1.1081 1.0843
R2 1.1013 1.1013 1.0827
R1 1.0903 1.0903 1.0810 1.0869
PP 1.0835 1.0835 1.0835 1.0818
S1 1.0725 1.0725 1.0778 1.0691
S2 1.0657 1.0657 1.0761
S3 1.0479 1.0547 1.0745
S4 1.0301 1.0369 1.0696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0944 1.0766 0.0178 1.6% 0.0072 0.7% 36% False False 655
10 1.1010 1.0766 0.0244 2.2% 0.0060 0.6% 26% False False 593
20 1.1010 1.0766 0.0244 2.2% 0.0050 0.5% 26% False False 387
40 1.1010 1.0766 0.0244 2.2% 0.0043 0.4% 26% False False 265
60 1.1010 1.0729 0.0281 2.6% 0.0043 0.4% 36% False False 214
80 1.1098 1.0729 0.0369 3.4% 0.0040 0.4% 28% False False 184
100 1.1098 1.0729 0.0369 3.4% 0.0038 0.4% 28% False False 162
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1029
2.618 1.0953
1.618 1.0907
1.000 1.0878
0.618 1.0860
HIGH 1.0832
0.618 1.0814
0.500 1.0808
0.382 1.0803
LOW 1.0785
0.618 1.0756
1.000 1.0739
1.618 1.0710
2.618 1.0663
4.250 1.0587
Fisher Pivots for day following 17-Jun-2024
Pivot 1 day 3 day
R1 1.0823 1.0838
PP 1.0816 1.0835
S1 1.0808 1.0833

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

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