CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 06-Aug-2024
Day Change Summary
Previous Current
05-Aug-2024 06-Aug-2024 Change Change % Previous Week
Open 1.0979 1.1010 0.0031 0.3% 1.0929
High 1.1070 1.1022 -0.0048 -0.4% 1.0991
Low 1.0961 1.0968 0.0007 0.1% 1.0845
Close 1.1014 1.0991 -0.0023 -0.2% 1.0977
Range 0.0109 0.0054 -0.0055 -50.2% 0.0146
ATR 0.0056 0.0056 0.0000 -0.2% 0.0000
Volume 2,958 1,593 -1,365 -46.1% 7,892
Daily Pivots for day following 06-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1156 1.1127 1.1021
R3 1.1102 1.1073 1.1006
R2 1.1048 1.1048 1.1001
R1 1.1019 1.1019 1.0996 1.1007
PP 1.0994 1.0994 1.0994 1.0987
S1 1.0965 1.0965 1.0986 1.0953
S2 1.0940 1.0940 1.0981
S3 1.0886 1.0911 1.0976
S4 1.0832 1.0857 1.0961
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1374 1.1321 1.1057
R3 1.1229 1.1176 1.1017
R2 1.1083 1.1083 1.1004
R1 1.1030 1.1030 1.0990 1.1057
PP 1.0938 1.0938 1.0938 1.0951
S1 1.0885 1.0885 1.0964 1.0911
S2 1.0792 1.0792 1.0950
S3 1.0647 1.0739 1.0937
S4 1.0501 1.0594 1.0897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1070 1.0845 0.0225 2.0% 0.0082 0.7% 65% False False 2,197
10 1.1070 1.0845 0.0225 2.0% 0.0062 0.6% 65% False False 1,431
20 1.1070 1.0845 0.0225 2.0% 0.0050 0.5% 65% False False 1,270
40 1.1070 1.0760 0.0310 2.8% 0.0052 0.5% 75% False False 1,070
60 1.1070 1.0760 0.0310 2.8% 0.0048 0.4% 75% False False 790
80 1.1070 1.0729 0.0341 3.1% 0.0046 0.4% 77% False False 619
100 1.1082 1.0729 0.0353 3.2% 0.0045 0.4% 74% False False 510
120 1.1098 1.0729 0.0369 3.4% 0.0041 0.4% 71% False False 441
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1252
2.618 1.1163
1.618 1.1109
1.000 1.1076
0.618 1.1055
HIGH 1.1022
0.618 1.1001
0.500 1.0995
0.382 1.0989
LOW 1.0968
0.618 1.0935
1.000 1.0914
1.618 1.0881
2.618 1.0827
4.250 1.0739
Fisher Pivots for day following 06-Aug-2024
Pivot 1 day 3 day
R1 1.0995 1.0980
PP 1.0994 1.0969
S1 1.0992 1.0959

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

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