CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 10-Oct-2024
Day Change Summary
Previous Current
09-Oct-2024 10-Oct-2024 Change Change % Previous Week
Open 1.1012 1.0970 -0.0042 -0.4% 1.1196
High 1.1013 1.0984 -0.0029 -0.3% 1.1242
Low 1.0967 1.0930 -0.0038 -0.3% 1.0983
Close 1.0968 1.0951 -0.0017 -0.2% 1.1005
Range 0.0046 0.0055 0.0009 19.8% 0.0259
ATR 0.0063 0.0062 -0.0001 -1.0% 0.0000
Volume 125,026 181,423 56,397 45.1% 1,069,990
Daily Pivots for day following 10-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1118 1.1089 1.0981
R3 1.1064 1.1035 1.0966
R2 1.1009 1.1009 1.0961
R1 1.0980 1.0980 1.0956 1.0968
PP 1.0955 1.0955 1.0955 1.0949
S1 1.0926 1.0926 1.0946 1.0913
S2 1.0900 1.0900 1.0941
S3 1.0846 1.0871 1.0936
S4 1.0791 1.0817 1.0921
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1854 1.1688 1.1147
R3 1.1595 1.1429 1.1076
R2 1.1336 1.1336 1.1052
R1 1.1170 1.1170 1.1028 1.1123
PP 1.1077 1.1077 1.1077 1.1053
S1 1.0911 1.0911 1.0981 1.0864
S2 1.0818 1.0818 1.0957
S3 1.0559 1.0652 1.0933
S4 1.0300 1.0393 1.0862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1071 1.0930 0.0141 1.3% 0.0051 0.5% 15% False True 166,377
10 1.1242 1.0930 0.0313 2.9% 0.0062 0.6% 7% False True 187,111
20 1.1250 1.0930 0.0320 2.9% 0.0066 0.6% 7% False True 189,225
40 1.1257 1.0930 0.0327 3.0% 0.0064 0.6% 7% False True 125,435
60 1.1257 1.0845 0.0412 3.8% 0.0060 0.5% 26% False False 84,020
80 1.1257 1.0760 0.0497 4.5% 0.0056 0.5% 39% False False 63,294
100 1.1257 1.0760 0.0497 4.5% 0.0055 0.5% 39% False False 50,713
120 1.1257 1.0760 0.0497 4.5% 0.0052 0.5% 39% False False 42,284
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1216
2.618 1.1127
1.618 1.1072
1.000 1.1039
0.618 1.1018
HIGH 1.0984
0.618 1.0963
0.500 1.0957
0.382 1.0950
LOW 1.0930
0.618 1.0896
1.000 1.0875
1.618 1.0841
2.618 1.0787
4.250 1.0698
Fisher Pivots for day following 10-Oct-2024
Pivot 1 day 3 day
R1 1.0957 1.0979
PP 1.0955 1.0970
S1 1.0953 1.0960

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

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