CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 27-Jun-2024
Day Change Summary
Previous Current
26-Jun-2024 27-Jun-2024 Change Change % Previous Week
Open 1.0802 1.0769 -0.0033 -0.3% 1.0800
High 1.0802 1.0814 0.0012 0.1% 1.0855
Low 1.0760 1.0767 0.0007 0.1% 1.0763
Close 1.0769 1.0794 0.0025 0.2% 1.0786
Range 0.0042 0.0047 0.0005 11.9% 0.0092
ATR 0.0053 0.0053 0.0000 -0.8% 0.0000
Volume 683 781 98 14.3% 4,230
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.0932 1.0910 1.0819
R3 1.0885 1.0863 1.0806
R2 1.0838 1.0838 1.0802
R1 1.0816 1.0816 1.0798 1.0827
PP 1.0791 1.0791 1.0791 1.0797
S1 1.0769 1.0769 1.0789 1.0780
S2 1.0744 1.0744 1.0785
S3 1.0697 1.0722 1.0781
S4 1.0650 1.0675 1.0768
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1076 1.1022 1.0836
R3 1.0984 1.0931 1.0811
R2 1.0893 1.0893 1.0803
R1 1.0839 1.0839 1.0794 1.0820
PP 1.0801 1.0801 1.0801 1.0792
S1 1.0748 1.0748 1.0778 1.0729
S2 1.0710 1.0710 1.0769
S3 1.0618 1.0656 1.0761
S4 1.0527 1.0565 1.0736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0837 1.0760 0.0077 0.7% 0.0049 0.5% 44% False False 950
10 1.0910 1.0760 0.0150 1.4% 0.0054 0.5% 23% False False 846
20 1.1010 1.0760 0.0250 2.3% 0.0057 0.5% 14% False False 635
40 1.1010 1.0760 0.0250 2.3% 0.0045 0.4% 14% False False 411
60 1.1010 1.0729 0.0281 2.6% 0.0045 0.4% 23% False False 313
80 1.1098 1.0729 0.0369 3.4% 0.0042 0.4% 18% False False 254
100 1.1098 1.0729 0.0369 3.4% 0.0039 0.4% 18% False False 217
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1013
2.618 1.0937
1.618 1.0890
1.000 1.0861
0.618 1.0843
HIGH 1.0814
0.618 1.0796
0.500 1.0790
0.382 1.0784
LOW 1.0767
0.618 1.0737
1.000 1.0720
1.618 1.0690
2.618 1.0643
4.250 1.0567
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 1.0792 1.0797
PP 1.0791 1.0796
S1 1.0790 1.0795

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

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