CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 24-Sep-2024
Day Change Summary
Previous Current
23-Sep-2024 24-Sep-2024 Change Change % Previous Week
Open 1.1198 1.1146 -0.0052 -0.5% 1.1121
High 1.1202 1.1217 0.0015 0.1% 1.1227
Low 1.1118 1.1138 0.0020 0.2% 1.1104
Close 1.1152 1.1202 0.0051 0.5% 1.1200
Range 0.0084 0.0079 -0.0005 -6.0% 0.0123
ATR 0.0063 0.0064 0.0001 1.8% 0.0000
Volume 240,087 168,674 -71,413 -29.7% 871,365
Daily Pivots for day following 24-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1421 1.1390 1.1245
R3 1.1343 1.1312 1.1224
R2 1.1264 1.1264 1.1216
R1 1.1233 1.1233 1.1209 1.1249
PP 1.1186 1.1186 1.1186 1.1193
S1 1.1155 1.1155 1.1195 1.1170
S2 1.1107 1.1107 1.1188
S3 1.1029 1.1076 1.1180
S4 1.0950 1.0998 1.1159
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1546 1.1496 1.1268
R3 1.1423 1.1373 1.1234
R2 1.1300 1.1300 1.1223
R1 1.1250 1.1250 1.1211 1.1275
PP 1.1177 1.1177 1.1177 1.1190
S1 1.1127 1.1127 1.1189 1.1152
S2 1.1054 1.1054 1.1177
S3 1.0931 1.1004 1.1166
S4 1.0808 1.0881 1.1132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1227 1.1104 0.0123 1.1% 0.0082 0.7% 80% False False 199,109
10 1.1227 1.1048 0.0179 1.6% 0.0066 0.6% 86% False False 216,728
20 1.1246 1.1048 0.0198 1.8% 0.0062 0.6% 78% False False 134,125
40 1.1257 1.0845 0.0412 3.7% 0.0062 0.6% 87% False False 68,208
60 1.1257 1.0798 0.0459 4.1% 0.0055 0.5% 88% False False 45,786
80 1.1257 1.0760 0.0497 4.4% 0.0056 0.5% 89% False False 34,508
100 1.1257 1.0760 0.0497 4.4% 0.0051 0.5% 89% False False 27,645
120 1.1257 1.0729 0.0528 4.7% 0.0050 0.4% 90% False False 23,057
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1550
2.618 1.1422
1.618 1.1344
1.000 1.1295
0.618 1.1265
HIGH 1.1217
0.618 1.1187
0.500 1.1177
0.382 1.1168
LOW 1.1138
0.618 1.1089
1.000 1.1060
1.618 1.1011
2.618 1.0932
4.250 1.0804
Fisher Pivots for day following 24-Sep-2024
Pivot 1 day 3 day
R1 1.1194 1.1191
PP 1.1186 1.1179
S1 1.1177 1.1168

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

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