CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 14-Aug-2024
Day Change Summary
Previous Current
13-Aug-2024 14-Aug-2024 Change Change % Previous Week
Open 1.0991 1.1057 0.0066 0.6% 1.0979
High 1.1060 1.1107 0.0047 0.4% 1.1070
Low 1.0981 1.1047 0.0067 0.6% 1.0944
Close 1.1060 1.1078 0.0018 0.2% 1.0982
Range 0.0080 0.0060 -0.0020 -24.5% 0.0126
ATR 0.0052 0.0053 0.0001 1.1% 0.0000
Volume 1,034 2,518 1,484 143.5% 8,323
Daily Pivots for day following 14-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1257 1.1227 1.1111
R3 1.1197 1.1167 1.1094
R2 1.1137 1.1137 1.1089
R1 1.1107 1.1107 1.1083 1.1122
PP 1.1077 1.1077 1.1077 1.1085
S1 1.1047 1.1047 1.1072 1.1062
S2 1.1017 1.1017 1.1067
S3 1.0957 1.0987 1.1061
S4 1.0897 1.0927 1.1045
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1375 1.1304 1.1051
R3 1.1249 1.1178 1.1016
R2 1.1124 1.1124 1.1005
R1 1.1053 1.1053 1.0993 1.1088
PP 1.0998 1.0998 1.0998 1.1016
S1 1.0927 1.0927 1.0970 1.0963
S2 1.0873 1.0873 1.0958
S3 1.0747 1.0802 1.0947
S4 1.0622 1.0676 1.0912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1107 1.0944 0.0163 1.5% 0.0049 0.4% 82% True False 1,384
10 1.1107 1.0845 0.0262 2.4% 0.0064 0.6% 89% True False 1,843
20 1.1107 1.0845 0.0262 2.4% 0.0052 0.5% 89% True False 1,191
40 1.1107 1.0760 0.0348 3.1% 0.0048 0.4% 92% True False 1,154
60 1.1107 1.0760 0.0348 3.1% 0.0049 0.4% 92% True False 898
80 1.1107 1.0760 0.0348 3.1% 0.0046 0.4% 92% True False 709
100 1.1107 1.0729 0.0379 3.4% 0.0045 0.4% 92% True False 590
120 1.1107 1.0729 0.0379 3.4% 0.0043 0.4% 92% True False 507
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1362
2.618 1.1264
1.618 1.1204
1.000 1.1167
0.618 1.1144
HIGH 1.1107
0.618 1.1084
0.500 1.1077
0.382 1.1070
LOW 1.1047
0.618 1.1010
1.000 1.0987
1.618 1.0950
2.618 1.0890
4.250 1.0792
Fisher Pivots for day following 14-Aug-2024
Pivot 1 day 3 day
R1 1.1077 1.1065
PP 1.1077 1.1053
S1 1.1077 1.1040

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

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