CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 30-Jul-2024
Day Change Summary
Previous Current
29-Jul-2024 30-Jul-2024 Change Change % Previous Week
Open 1.0929 1.0893 -0.0036 -0.3% 1.0970
High 1.0940 1.0905 -0.0035 -0.3% 1.0975
Low 1.0874 1.0869 -0.0005 0.0% 1.0899
Close 1.0892 1.0881 -0.0012 -0.1% 1.0928
Range 0.0067 0.0037 -0.0030 -45.1% 0.0076
ATR 0.0044 0.0044 -0.0001 -1.2% 0.0000
Volume 506 950 444 87.7% 2,426
Daily Pivots for day following 30-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.0994 1.0974 1.0901
R3 1.0958 1.0937 1.0891
R2 1.0921 1.0921 1.0887
R1 1.0901 1.0901 1.0884 1.0893
PP 1.0885 1.0885 1.0885 1.0881
S1 1.0864 1.0864 1.0877 1.0856
S2 1.0848 1.0848 1.0874
S3 1.0812 1.0828 1.0870
S4 1.0775 1.0791 1.0860
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1160 1.1120 1.0970
R3 1.1085 1.1044 1.0949
R2 1.1009 1.1009 1.0942
R1 1.0969 1.0969 1.0935 1.0951
PP 1.0934 1.0934 1.0934 1.0925
S1 1.0893 1.0893 1.0921 1.0876
S2 1.0858 1.0858 1.0914
S3 1.0783 1.0818 1.0907
S4 1.0707 1.0742 1.0886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0942 1.0869 0.0073 0.7% 0.0042 0.4% 16% False True 665
10 1.1025 1.0869 0.0156 1.4% 0.0040 0.4% 8% False True 535
20 1.1025 1.0798 0.0227 2.1% 0.0041 0.4% 36% False False 954
40 1.1025 1.0760 0.0265 2.4% 0.0048 0.4% 46% False False 823
60 1.1025 1.0760 0.0265 2.4% 0.0043 0.4% 46% False False 619
80 1.1025 1.0729 0.0296 2.7% 0.0044 0.4% 51% False False 491
100 1.1098 1.0729 0.0369 3.4% 0.0043 0.4% 41% False False 408
120 1.1098 1.0729 0.0369 3.4% 0.0039 0.4% 41% False False 351
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1060
2.618 1.1001
1.618 1.0964
1.000 1.0942
0.618 1.0928
HIGH 1.0905
0.618 1.0891
0.500 1.0887
0.382 1.0882
LOW 1.0869
0.618 1.0846
1.000 1.0832
1.618 1.0809
2.618 1.0773
4.250 1.0713
Fisher Pivots for day following 30-Jul-2024
Pivot 1 day 3 day
R1 1.0887 1.0904
PP 1.0885 1.0896
S1 1.0883 1.0888

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

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