CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 18-Jun-2024
Day Change Summary
Previous Current
17-Jun-2024 18-Jun-2024 Change Change % Previous Week
Open 1.0800 1.0818 0.0018 0.2% 1.0871
High 1.0832 1.0855 0.0023 0.2% 1.0944
Low 1.0785 1.0803 0.0018 0.2% 1.0766
Close 1.0830 1.0833 0.0003 0.0% 1.0794
Range 0.0047 0.0052 0.0006 11.8% 0.0178
ATR 0.0055 0.0055 0.0000 -0.4% 0.0000
Volume 916 620 -296 -32.3% 4,017
Daily Pivots for day following 18-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.0986 1.0962 1.0862
R3 1.0934 1.0910 1.0847
R2 1.0882 1.0882 1.0843
R1 1.0858 1.0858 1.0838 1.0870
PP 1.0830 1.0830 1.0830 1.0836
S1 1.0806 1.0806 1.0828 1.0818
S2 1.0778 1.0778 1.0823
S3 1.0726 1.0754 1.0819
S4 1.0674 1.0702 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% 38% False False 646
10 1.0997 1.0766 0.0231 2.1% 0.0060 0.6% 29% False False 634
20 1.1010 1.0766 0.0244 2.2% 0.0053 0.5% 28% False False 411
40 1.1010 1.0766 0.0244 2.2% 0.0044 0.4% 28% False False 278
60 1.1010 1.0729 0.0281 2.6% 0.0043 0.4% 37% False False 223
80 1.1098 1.0729 0.0369 3.4% 0.0040 0.4% 28% False False 191
100 1.1098 1.0729 0.0369 3.4% 0.0039 0.4% 28% False False 169
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1076
2.618 1.0991
1.618 1.0939
1.000 1.0907
0.618 1.0887
HIGH 1.0855
0.618 1.0835
0.500 1.0829
0.382 1.0822
LOW 1.0803
0.618 1.0770
1.000 1.0751
1.618 1.0718
2.618 1.0666
4.250 1.0582
Fisher Pivots for day following 18-Jun-2024
Pivot 1 day 3 day
R1 1.0832 1.0825
PP 1.0830 1.0818
S1 1.0829 1.0810

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

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