CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 16-Oct-2024
Day Change Summary
Previous Current
15-Oct-2024 16-Oct-2024 Change Change % Previous Week
Open 1.0935 1.0919 -0.0017 -0.2% 1.1003
High 1.0945 1.0929 -0.0016 -0.1% 1.1029
Low 1.0910 1.0881 -0.0030 -0.3% 1.0930
Close 1.0915 1.0883 -0.0032 -0.3% 1.0968
Range 0.0035 0.0049 0.0014 38.6% 0.0100
ATR 0.0058 0.0057 -0.0001 -1.1% 0.0000
Volume 145,370 145,209 -161 -0.1% 732,048
Daily Pivots for day following 16-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1043 1.1012 1.0910
R3 1.0995 1.0963 1.0896
R2 1.0946 1.0946 1.0892
R1 1.0915 1.0915 1.0887 1.0906
PP 1.0898 1.0898 1.0898 1.0893
S1 1.0866 1.0866 1.0879 1.0858
S2 1.0849 1.0849 1.0874
S3 1.0801 1.0818 1.0870
S4 1.0752 1.0769 1.0856
Weekly Pivots for week ending 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1274 1.1221 1.1023
R3 1.1175 1.1121 1.0995
R2 1.1075 1.1075 1.0986
R1 1.1022 1.1022 1.0977 1.0999
PP 1.0976 1.0976 1.0976 1.0964
S1 1.0922 1.0922 1.0959 1.0899
S2 1.0876 1.0876 1.0950
S3 1.0777 1.0823 1.0941
S4 1.0677 1.0723 1.0913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0984 1.0881 0.0104 1.0% 0.0043 0.4% 2% False True 148,931
10 1.1082 1.0881 0.0201 1.8% 0.0046 0.4% 1% False True 156,774
20 1.1250 1.0881 0.0369 3.4% 0.0063 0.6% 1% False True 184,022
40 1.1257 1.0881 0.0376 3.5% 0.0062 0.6% 1% False True 139,249
60 1.1257 1.0845 0.0412 3.8% 0.0060 0.6% 9% False False 93,386
80 1.1257 1.0760 0.0497 4.6% 0.0056 0.5% 25% False False 70,282
100 1.1257 1.0760 0.0497 4.6% 0.0056 0.5% 25% False False 56,336
120 1.1257 1.0760 0.0497 4.6% 0.0052 0.5% 25% False False 46,976
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1135
2.618 1.1056
1.618 1.1007
1.000 1.0978
0.618 1.0959
HIGH 1.0929
0.618 1.0910
0.500 1.0905
0.382 1.0899
LOW 1.0881
0.618 1.0851
1.000 1.0832
1.618 1.0802
2.618 1.0754
4.250 1.0674
Fisher Pivots for day following 16-Oct-2024
Pivot 1 day 3 day
R1 1.0905 1.0923
PP 1.0898 1.0910
S1 1.0890 1.0896

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

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