CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 19-Jul-2024
Day Change Summary
Previous Current
18-Jul-2024 19-Jul-2024 Change Change % Previous Week
Open 1.1013 1.0971 -0.0043 -0.4% 1.0963
High 1.1014 1.0976 -0.0038 -0.3% 1.1025
Low 1.0971 1.0951 -0.0020 -0.2% 1.0949
Close 1.0975 1.0954 -0.0021 -0.2% 1.0954
Range 0.0043 0.0025 -0.0018 -41.9% 0.0076
ATR 0.0047 0.0045 -0.0002 -3.3% 0.0000
Volume 369 335 -34 -9.2% 4,721
Daily Pivots for day following 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1035 1.1019 1.0967
R3 1.1010 1.0994 1.0960
R2 1.0985 1.0985 1.0958
R1 1.0969 1.0969 1.0956 1.0965
PP 1.0960 1.0960 1.0960 1.0958
S1 1.0944 1.0944 1.0951 1.0940
S2 1.0935 1.0935 1.0949
S3 1.0910 1.0919 1.0947
S4 1.0885 1.0894 1.0940
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1202 1.1153 1.0995
R3 1.1127 1.1078 1.0974
R2 1.1051 1.1051 1.0967
R1 1.1002 1.1002 1.0960 1.0989
PP 1.0976 1.0976 1.0976 1.0969
S1 1.0927 1.0927 1.0947 1.0914
S2 1.0900 1.0900 1.0940
S3 1.0825 1.0851 1.0933
S4 1.0749 1.0776 1.0912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1025 1.0949 0.0076 0.7% 0.0037 0.3% 6% False False 944
10 1.1025 1.0888 0.0137 1.3% 0.0037 0.3% 48% False False 1,178
20 1.1025 1.0760 0.0265 2.4% 0.0044 0.4% 73% False False 1,080
40 1.1025 1.0760 0.0265 2.4% 0.0049 0.4% 73% False False 757
60 1.1025 1.0760 0.0265 2.4% 0.0044 0.4% 73% False False 558
80 1.1025 1.0729 0.0296 2.7% 0.0043 0.4% 76% False False 447
100 1.1098 1.0729 0.0369 3.4% 0.0041 0.4% 61% False False 376
120 1.1098 1.0729 0.0369 3.4% 0.0039 0.4% 61% False False 327
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1082
2.618 1.1041
1.618 1.1016
1.000 1.1001
0.618 1.0991
HIGH 1.0976
0.618 1.0966
0.500 1.0964
0.382 1.0961
LOW 1.0951
0.618 1.0936
1.000 1.0926
1.618 1.0911
2.618 1.0886
4.250 1.0845
Fisher Pivots for day following 19-Jul-2024
Pivot 1 day 3 day
R1 1.0964 1.0988
PP 1.0960 1.0976
S1 1.0957 1.0965

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

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