CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 16-Sep-2024
Day Change Summary
Previous Current
13-Sep-2024 16-Sep-2024 Change Change % Previous Week
Open 1.1118 1.1121 0.0003 0.0% 1.1134
High 1.1145 1.1179 0.0034 0.3% 1.1145
Low 1.1113 1.1118 0.0006 0.0% 1.1048
Close 1.1120 1.1162 0.0042 0.4% 1.1120
Range 0.0032 0.0061 0.0029 89.1% 0.0097
ATR 0.0057 0.0058 0.0000 0.4% 0.0000
Volume 195,094 149,913 -45,181 -23.2% 1,223,552
Daily Pivots for day following 16-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1334 1.1309 1.1195
R3 1.1274 1.1248 1.1179
R2 1.1213 1.1213 1.1173
R1 1.1188 1.1188 1.1168 1.1201
PP 1.1153 1.1153 1.1153 1.1159
S1 1.1127 1.1127 1.1156 1.1140
S2 1.1092 1.1092 1.1151
S3 1.1032 1.1067 1.1145
S4 1.0971 1.1006 1.1129
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1394 1.1353 1.1173
R3 1.1297 1.1257 1.1147
R2 1.1201 1.1201 1.1138
R1 1.1160 1.1160 1.1129 1.1132
PP 1.1104 1.1104 1.1104 1.1090
S1 1.1064 1.1064 1.1111 1.1036
S2 1.1008 1.1008 1.1102
S3 1.0911 1.0967 1.1093
S4 1.0815 1.0871 1.1067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1179 1.1048 0.0131 1.2% 0.0050 0.4% 87% True False 260,431
10 1.1203 1.1048 0.0155 1.4% 0.0055 0.5% 74% False False 153,501
20 1.1257 1.1048 0.0209 1.9% 0.0060 0.5% 55% False False 78,563
40 1.1257 1.0845 0.0412 3.7% 0.0057 0.5% 77% False False 40,026
60 1.1257 1.0760 0.0497 4.5% 0.0053 0.5% 81% False False 27,044
80 1.1257 1.0760 0.0497 4.5% 0.0053 0.5% 81% False False 20,391
100 1.1257 1.0760 0.0497 4.5% 0.0049 0.4% 81% False False 16,345
120 1.1257 1.0729 0.0528 4.7% 0.0048 0.4% 82% False False 13,640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1436
2.618 1.1337
1.618 1.1276
1.000 1.1239
0.618 1.1216
HIGH 1.1179
0.618 1.1155
0.500 1.1148
0.382 1.1141
LOW 1.1118
0.618 1.1081
1.000 1.1058
1.618 1.1020
2.618 1.0960
4.250 1.0861
Fisher Pivots for day following 16-Sep-2024
Pivot 1 day 3 day
R1 1.1157 1.1146
PP 1.1153 1.1130
S1 1.1148 1.1115

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

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