CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 27-Aug-2024
Day Change Summary
Previous Current
26-Aug-2024 27-Aug-2024 Change Change % Previous Week
Open 1.1247 1.1220 -0.0027 -0.2% 1.1093
High 1.1253 1.1246 -0.0008 -0.1% 1.1257
Low 1.1207 1.1205 -0.0002 0.0% 1.1085
Close 1.1219 1.1241 0.0022 0.2% 1.1244
Range 0.0047 0.0041 -0.0006 -12.9% 0.0172
ATR 0.0059 0.0058 -0.0001 -2.2% 0.0000
Volume 4,921 1,378 -3,543 -72.0% 14,050
Daily Pivots for day following 27-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1352 1.1337 1.1263
R3 1.1311 1.1296 1.1252
R2 1.1271 1.1271 1.1248
R1 1.1256 1.1256 1.1244 1.1263
PP 1.1230 1.1230 1.1230 1.1234
S1 1.1215 1.1215 1.1237 1.1223
S2 1.1190 1.1190 1.1233
S3 1.1149 1.1175 1.1229
S4 1.1109 1.1134 1.1218
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 1.1156 0.0101 0.9% 0.0065 0.6% 84% False False 3,271
10 1.1257 1.1010 0.0247 2.2% 0.0062 0.6% 94% False False 2,951
20 1.1257 1.0845 0.0412 3.7% 0.0062 0.6% 96% False False 2,312
40 1.1257 1.0798 0.0459 4.1% 0.0052 0.5% 97% False False 1,633
60 1.1257 1.0760 0.0497 4.4% 0.0053 0.5% 97% False False 1,319
80 1.1257 1.0760 0.0497 4.4% 0.0048 0.4% 97% False False 1,042
100 1.1257 1.0729 0.0528 4.7% 0.0048 0.4% 97% False False 855
120 1.1257 1.0729 0.0528 4.7% 0.0046 0.4% 97% False False 725
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1418
2.618 1.1352
1.618 1.1311
1.000 1.1286
0.618 1.1271
HIGH 1.1246
0.618 1.1230
0.500 1.1225
0.382 1.1220
LOW 1.1205
0.618 1.1180
1.000 1.1165
1.618 1.1139
2.618 1.1099
4.250 1.1033
Fisher Pivots for day following 27-Aug-2024
Pivot 1 day 3 day
R1 1.1235 1.1230
PP 1.1230 1.1220
S1 1.1225 1.1210

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

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