CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 20-Aug-2024
Day Change Summary
Previous Current
19-Aug-2024 20-Aug-2024 Change Change % Previous Week
Open 1.1093 1.1147 0.0055 0.5% 1.0977
High 1.1146 1.1190 0.0044 0.4% 1.1107
Low 1.1085 1.1133 0.0048 0.4% 1.0973
Close 1.1142 1.1180 0.0038 0.3% 1.1081
Range 0.0062 0.0057 -0.0005 -7.3% 0.0134
ATR 0.0055 0.0055 0.0000 0.3% 0.0000
Volume 2,176 1,817 -359 -16.5% 11,140
Daily Pivots for day following 20-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1338 1.1316 1.1211
R3 1.1281 1.1259 1.1196
R2 1.1224 1.1224 1.1190
R1 1.1202 1.1202 1.1185 1.1213
PP 1.1167 1.1167 1.1167 1.1173
S1 1.1145 1.1145 1.1175 1.1156
S2 1.1110 1.1110 1.1170
S3 1.1053 1.1088 1.1164
S4 1.0996 1.1031 1.1149
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1456 1.1402 1.1154
R3 1.1322 1.1268 1.1117
R2 1.1188 1.1188 1.1105
R1 1.1134 1.1134 1.1093 1.1161
PP 1.1054 1.1054 1.1054 1.1067
S1 1.1000 1.1000 1.1068 1.1027
S2 1.0920 1.0920 1.1056
S3 1.0786 1.0866 1.1044
S4 1.0652 1.0732 1.1007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1190 1.1010 0.0180 1.6% 0.0060 0.5% 95% True False 2,631
10 1.1190 1.0944 0.0246 2.2% 0.0051 0.5% 96% True False 1,890
20 1.1190 1.0845 0.0345 3.1% 0.0057 0.5% 97% True False 1,660
40 1.1190 1.0760 0.0430 3.8% 0.0049 0.4% 98% True False 1,315
60 1.1190 1.0760 0.0430 3.8% 0.0051 0.5% 98% True False 1,061
80 1.1190 1.0760 0.0430 3.8% 0.0047 0.4% 98% True False 840
100 1.1190 1.0729 0.0461 4.1% 0.0046 0.4% 98% True False 695
120 1.1190 1.0729 0.0461 4.1% 0.0044 0.4% 98% True False 593
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1432
2.618 1.1339
1.618 1.1282
1.000 1.1247
0.618 1.1225
HIGH 1.1190
0.618 1.1168
0.500 1.1161
0.382 1.1154
LOW 1.1133
0.618 1.1097
1.000 1.1076
1.618 1.1040
2.618 1.0983
4.250 1.0890
Fisher Pivots for day following 20-Aug-2024
Pivot 1 day 3 day
R1 1.1174 1.1157
PP 1.1167 1.1134
S1 1.1161 1.1110

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

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