CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 12-Sep-2024
Day Change Summary
Previous Current
11-Sep-2024 12-Sep-2024 Change Change % Previous Week
Open 1.1064 1.1059 -0.0005 0.0% 1.1099
High 1.1101 1.1119 0.0018 0.2% 1.1203
Low 1.1048 1.1051 0.0003 0.0% 1.1076
Close 1.1066 1.1105 0.0040 0.4% 1.1134
Range 0.0053 0.0068 0.0016 29.5% 0.0127
ATR 0.0058 0.0059 0.0001 1.2% 0.0000
Volume 406,564 285,503 -121,061 -29.8% 161,554
Daily Pivots for day following 12-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1295 1.1268 1.1142
R3 1.1227 1.1200 1.1124
R2 1.1159 1.1159 1.1117
R1 1.1132 1.1132 1.1111 1.1146
PP 1.1091 1.1091 1.1091 1.1098
S1 1.1064 1.1064 1.1099 1.1078
S2 1.1023 1.1023 1.1093
S3 1.0955 1.0996 1.1086
S4 1.0887 1.0928 1.1068
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1518 1.1453 1.1203
R3 1.1391 1.1326 1.1168
R2 1.1264 1.1264 1.1157
R1 1.1199 1.1199 1.1145 1.1232
PP 1.1137 1.1137 1.1137 1.1154
S1 1.1072 1.1072 1.1122 1.1105
S2 1.1010 1.1010 1.1110
S3 1.0883 1.0945 1.1099
S4 1.0756 1.0818 1.1064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1203 1.1048 0.0155 1.4% 0.0061 0.5% 37% False False 219,437
10 1.1203 1.1048 0.0155 1.4% 0.0059 0.5% 37% False False 119,976
20 1.1257 1.1010 0.0247 2.2% 0.0062 0.6% 39% False False 61,645
40 1.1257 1.0845 0.0412 3.7% 0.0057 0.5% 63% False False 31,418
60 1.1257 1.0760 0.0497 4.5% 0.0053 0.5% 70% False False 21,317
80 1.1257 1.0760 0.0497 4.5% 0.0052 0.5% 70% False False 16,085
100 1.1257 1.0760 0.0497 4.5% 0.0049 0.4% 70% False False 12,896
120 1.1257 1.0729 0.0528 4.8% 0.0048 0.4% 71% False False 10,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1408
2.618 1.1297
1.618 1.1229
1.000 1.1187
0.618 1.1161
HIGH 1.1119
0.618 1.1093
0.500 1.1085
0.382 1.1076
LOW 1.1051
0.618 1.1008
1.000 1.0983
1.618 1.0940
2.618 1.0872
4.250 1.0762
Fisher Pivots for day following 12-Sep-2024
Pivot 1 day 3 day
R1 1.1098 1.1098
PP 1.1091 1.1091
S1 1.1085 1.1083

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

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