CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 28-Jun-2024
Day Change Summary
Previous Current
27-Jun-2024 28-Jun-2024 Change Change % Previous Week
Open 1.0769 1.0797 0.0028 0.3% 1.0783
High 1.0814 1.0813 -0.0001 0.0% 1.0837
Low 1.0767 1.0774 0.0007 0.1% 1.0760
Close 1.0794 1.0801 0.0007 0.1% 1.0801
Range 0.0047 0.0039 -0.0008 -17.0% 0.0077
ATR 0.0053 0.0052 -0.0001 -1.9% 0.0000
Volume 781 935 154 19.7% 3,799
Daily Pivots for day following 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.0913 1.0896 1.0822
R3 1.0874 1.0857 1.0811
R2 1.0835 1.0835 1.0808
R1 1.0818 1.0818 1.0804 1.0826
PP 1.0796 1.0796 1.0796 1.0800
S1 1.0779 1.0779 1.0797 1.0787
S2 1.0757 1.0757 1.0793
S3 1.0718 1.0740 1.0790
S4 1.0679 1.0701 1.0779
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1030 1.0992 1.0843
R3 1.0953 1.0915 1.0822
R2 1.0876 1.0876 1.0815
R1 1.0838 1.0838 1.0808 1.0857
PP 1.0799 1.0799 1.0799 1.0808
S1 1.0761 1.0761 1.0793 1.0780
S2 1.0722 1.0722 1.0786
S3 1.0645 1.0684 1.0779
S4 1.0568 1.0607 1.0758
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% 0.0047 0.4% 53% False False 759
10 1.0855 1.0760 0.0095 0.9% 0.0050 0.5% 43% False False 879
20 1.1010 1.0760 0.0250 2.3% 0.0056 0.5% 16% False False 675
40 1.1010 1.0760 0.0250 2.3% 0.0045 0.4% 16% False False 435
60 1.1010 1.0729 0.0281 2.6% 0.0045 0.4% 26% False False 327
80 1.1098 1.0729 0.0369 3.4% 0.0042 0.4% 20% False False 263
100 1.1098 1.0729 0.0369 3.4% 0.0038 0.4% 20% False False 225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0978
2.618 1.0915
1.618 1.0876
1.000 1.0852
0.618 1.0837
HIGH 1.0813
0.618 1.0798
0.500 1.0793
0.382 1.0788
LOW 1.0774
0.618 1.0749
1.000 1.0735
1.618 1.0710
2.618 1.0671
4.250 1.0608
Fisher Pivots for day following 28-Jun-2024
Pivot 1 day 3 day
R1 1.0798 1.0796
PP 1.0796 1.0791
S1 1.0793 1.0787

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

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