CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 26-Sep-2024
Day Change Summary
Previous Current
25-Sep-2024 26-Sep-2024 Change Change % Previous Week
Open 1.1215 1.1165 -0.0050 -0.4% 1.1121
High 1.1250 1.1223 -0.0027 -0.2% 1.1227
Low 1.1156 1.1159 0.0003 0.0% 1.1104
Close 1.1169 1.1213 0.0045 0.4% 1.1200
Range 0.0094 0.0064 -0.0030 -32.1% 0.0123
ATR 0.0066 0.0066 0.0000 -0.3% 0.0000
Volume 222,959 215,205 -7,754 -3.5% 871,365
Daily Pivots for day following 26-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1389 1.1364 1.1248
R3 1.1325 1.1301 1.1230
R2 1.1262 1.1262 1.1225
R1 1.1237 1.1237 1.1219 1.1250
PP 1.1198 1.1198 1.1198 1.1204
S1 1.1174 1.1174 1.1207 1.1186
S2 1.1135 1.1135 1.1201
S3 1.1071 1.1110 1.1196
S4 1.1008 1.1047 1.1178
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 1.1250 1.1118 0.0132 1.2% 0.0073 0.7% 72% False False 204,114
10 1.1250 1.1104 0.0146 1.3% 0.0070 0.6% 75% False False 191,338
20 1.1250 1.1048 0.0202 1.8% 0.0064 0.6% 82% False False 155,657
40 1.1257 1.0845 0.0412 3.7% 0.0064 0.6% 89% False False 79,118
60 1.1257 1.0823 0.0434 3.9% 0.0057 0.5% 90% False False 53,068
80 1.1257 1.0760 0.0497 4.4% 0.0056 0.5% 91% False False 39,979
100 1.1257 1.0760 0.0497 4.4% 0.0052 0.5% 91% False False 32,022
120 1.1257 1.0729 0.0528 4.7% 0.0051 0.5% 92% False False 26,706
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1492
2.618 1.1389
1.618 1.1325
1.000 1.1286
0.618 1.1262
HIGH 1.1223
0.618 1.1198
0.500 1.1191
0.382 1.1183
LOW 1.1159
0.618 1.1120
1.000 1.1096
1.618 1.1056
2.618 1.0993
4.250 1.0889
Fisher Pivots for day following 26-Sep-2024
Pivot 1 day 3 day
R1 1.1206 1.1207
PP 1.1198 1.1200
S1 1.1191 1.1194

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

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