CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 01-Jul-2024
Day Change Summary
Previous Current
28-Jun-2024 01-Jul-2024 Change Change % Previous Week
Open 1.0797 1.0820 0.0023 0.2% 1.0783
High 1.0813 1.0862 0.0049 0.5% 1.0837
Low 1.0774 1.0809 0.0035 0.3% 1.0760
Close 1.0801 1.0816 0.0016 0.1% 1.0801
Range 0.0039 0.0053 0.0014 35.9% 0.0077
ATR 0.0052 0.0052 0.0001 1.3% 0.0000
Volume 935 718 -217 -23.2% 3,799
Daily Pivots for day following 01-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.0988 1.0955 1.0845
R3 1.0935 1.0902 1.0831
R2 1.0882 1.0882 1.0826
R1 1.0849 1.0849 1.0821 1.0839
PP 1.0829 1.0829 1.0829 1.0824
S1 1.0796 1.0796 1.0811 1.0786
S2 1.0776 1.0776 1.0806
S3 1.0723 1.0743 1.0801
S4 1.0670 1.0690 1.0787
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 1.0862 1.0760 0.0102 0.9% 0.0047 0.4% 55% True False 725
10 1.0862 1.0760 0.0102 0.9% 0.0048 0.4% 55% True False 874
20 1.1010 1.0760 0.0250 2.3% 0.0055 0.5% 23% False False 693
40 1.1010 1.0760 0.0250 2.3% 0.0045 0.4% 23% False False 451
60 1.1010 1.0729 0.0281 2.6% 0.0045 0.4% 31% False False 337
80 1.1098 1.0729 0.0369 3.4% 0.0043 0.4% 24% False False 272
100 1.1098 1.0729 0.0369 3.4% 0.0039 0.4% 24% False False 231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1087
2.618 1.1000
1.618 1.0947
1.000 1.0915
0.618 1.0894
HIGH 1.0862
0.618 1.0841
0.500 1.0835
0.382 1.0829
LOW 1.0809
0.618 1.0776
1.000 1.0756
1.618 1.0723
2.618 1.0670
4.250 1.0583
Fisher Pivots for day following 01-Jul-2024
Pivot 1 day 3 day
R1 1.0835 1.0815
PP 1.0829 1.0815
S1 1.0822 1.0814

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

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