CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 05-Sep-2024
Day Change Summary
Previous Current
04-Sep-2024 05-Sep-2024 Change Change % Previous Week
Open 1.1094 1.1132 0.0038 0.3% 1.1247
High 1.1143 1.1167 0.0024 0.2% 1.1253
Low 1.1089 1.1122 0.0034 0.3% 1.1095
Close 1.1125 1.1152 0.0027 0.2% 1.1103
Range 0.0055 0.0045 -0.0010 -17.4% 0.0158
ATR 0.0059 0.0058 -0.0001 -1.7% 0.0000
Volume 28,661 27,844 -817 -2.9% 22,193
Daily Pivots for day following 05-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1282 1.1262 1.1176
R3 1.1237 1.1217 1.1164
R2 1.1192 1.1192 1.1160
R1 1.1172 1.1172 1.1156 1.1182
PP 1.1147 1.1147 1.1147 1.1152
S1 1.1127 1.1127 1.1147 1.1137
S2 1.1102 1.1102 1.1143
S3 1.1057 1.1082 1.1139
S4 1.1012 1.1037 1.1127
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1624 1.1522 1.1190
R3 1.1466 1.1364 1.1146
R2 1.1308 1.1308 1.1132
R1 1.1206 1.1206 1.1117 1.1178
PP 1.1150 1.1150 1.1150 1.1137
S1 1.1048 1.1048 1.1089 1.1020
S2 1.0992 1.0992 1.1074
S3 1.0834 1.0890 1.1060
S4 1.0676 1.0732 1.1016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1190 1.1076 0.0115 1.0% 0.0057 0.5% 66% False False 20,515
10 1.1257 1.1076 0.0181 1.6% 0.0062 0.6% 42% False False 12,049
20 1.1257 1.0944 0.0313 2.8% 0.0059 0.5% 66% False False 7,131
40 1.1257 1.0845 0.0412 3.7% 0.0055 0.5% 74% False False 4,225
60 1.1257 1.0760 0.0497 4.5% 0.0054 0.5% 79% False False 3,085
80 1.1257 1.0760 0.0497 4.5% 0.0051 0.5% 79% False False 2,390
100 1.1257 1.0729 0.0528 4.7% 0.0048 0.4% 80% False False 1,934
120 1.1257 1.0729 0.0528 4.7% 0.0047 0.4% 80% False False 1,625
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 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1358
2.618 1.1285
1.618 1.1240
1.000 1.1212
0.618 1.1195
HIGH 1.1167
0.618 1.1150
0.500 1.1145
0.382 1.1139
LOW 1.1122
0.618 1.1094
1.000 1.1077
1.618 1.1049
2.618 1.1004
4.250 1.0931
Fisher Pivots for day following 05-Sep-2024
Pivot 1 day 3 day
R1 1.1149 1.1141
PP 1.1147 1.1131
S1 1.1145 1.1121

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

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