CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 23-Aug-2024
Day Change Summary
Previous Current
22-Aug-2024 23-Aug-2024 Change Change % Previous Week
Open 1.1210 1.1174 -0.0036 -0.3% 1.1093
High 1.1230 1.1257 0.0027 0.2% 1.1257
Low 1.1156 1.1163 0.0007 0.1% 1.1085
Close 1.1168 1.1244 0.0076 0.7% 1.1244
Range 0.0075 0.0094 0.0020 26.2% 0.0172
ATR 0.0057 0.0060 0.0003 4.6% 0.0000
Volume 1,860 3,621 1,761 94.7% 14,050
Daily Pivots for day following 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1503 1.1467 1.1295
R3 1.1409 1.1373 1.1269
R2 1.1315 1.1315 1.1261
R1 1.1279 1.1279 1.1252 1.1297
PP 1.1221 1.1221 1.1221 1.1230
S1 1.1185 1.1185 1.1235 1.1203
S2 1.1127 1.1127 1.1226
S3 1.1033 1.1091 1.1218
S4 1.0939 1.0997 1.1192
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1711 1.1649 1.1338
R3 1.1539 1.1477 1.1291
R2 1.1367 1.1367 1.1275
R1 1.1305 1.1305 1.1259 1.1336
PP 1.1195 1.1195 1.1195 1.1210
S1 1.1133 1.1133 1.1228 1.1164
S2 1.1023 1.1023 1.1212
S3 1.0851 1.0961 1.1196
S4 1.0679 1.0789 1.1149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1257 1.1085 0.0172 1.5% 0.0071 0.6% 92% True False 2,810
10 1.1257 1.0973 0.0284 2.5% 0.0064 0.6% 95% True False 2,519
20 1.1257 1.0845 0.0412 3.7% 0.0063 0.6% 97% True False 2,070
40 1.1257 1.0774 0.0483 4.3% 0.0052 0.5% 97% True False 1,517
60 1.1257 1.0760 0.0497 4.4% 0.0053 0.5% 97% True False 1,223
80 1.1257 1.0760 0.0497 4.4% 0.0048 0.4% 97% True False 964
100 1.1257 1.0729 0.0528 4.7% 0.0048 0.4% 98% True False 795
120 1.1257 1.0729 0.0528 4.7% 0.0046 0.4% 98% True False 675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1656
2.618 1.1503
1.618 1.1409
1.000 1.1351
0.618 1.1315
HIGH 1.1257
0.618 1.1221
0.500 1.1210
0.382 1.1198
LOW 1.1163
0.618 1.1104
1.000 1.1069
1.618 1.1010
2.618 1.0916
4.250 1.0763
Fisher Pivots for day following 23-Aug-2024
Pivot 1 day 3 day
R1 1.1232 1.1231
PP 1.1221 1.1219
S1 1.1210 1.1206

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

View Archives - Comment on this page... - Back to Index of Symbols