CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary
Previous Current
02-Jul-2024 03-Jul-2024 Change Change % Previous Week
Open 1.0818 1.0833 0.0015 0.1% 1.0783
High 1.0831 1.0902 0.0071 0.7% 1.0837
Low 1.0798 1.0823 0.0025 0.2% 1.0760
Close 1.0827 1.0865 0.0038 0.3% 1.0801
Range 0.0033 0.0079 0.0046 139.4% 0.0077
ATR 0.0051 0.0053 0.0002 3.9% 0.0000
Volume 519 1,607 1,088 209.6% 3,799
Daily Pivots for day following 03-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1100 1.1061 1.0908
R3 1.1021 1.0982 1.0886
R2 1.0942 1.0942 1.0879
R1 1.0903 1.0903 1.0872 1.0923
PP 1.0863 1.0863 1.0863 1.0873
S1 1.0824 1.0824 1.0857 1.0844
S2 1.0784 1.0784 1.0850
S3 1.0705 1.0745 1.0843
S4 1.0626 1.0666 1.0821
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 1.0902 1.0767 0.0135 1.2% 0.0050 0.5% 73% True False 912
10 1.0902 1.0760 0.0142 1.3% 0.0050 0.5% 74% True False 933
20 1.0997 1.0760 0.0238 2.2% 0.0055 0.5% 44% False False 784
40 1.1010 1.0760 0.0250 2.3% 0.0046 0.4% 42% False False 494
60 1.1010 1.0729 0.0281 2.6% 0.0046 0.4% 48% False False 370
80 1.1085 1.0729 0.0356 3.3% 0.0043 0.4% 38% False False 294
100 1.1098 1.0729 0.0369 3.4% 0.0040 0.4% 37% False False 250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1237
2.618 1.1108
1.618 1.1029
1.000 1.0981
0.618 1.0950
HIGH 1.0902
0.618 1.0871
0.500 1.0862
0.382 1.0853
LOW 1.0823
0.618 1.0774
1.000 1.0744
1.618 1.0695
2.618 1.0616
4.250 1.0487
Fisher Pivots for day following 03-Jul-2024
Pivot 1 day 3 day
R1 1.0864 1.0860
PP 1.0863 1.0855
S1 1.0862 1.0850

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

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