CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 18-Oct-2024
Day Change Summary
Previous Current
17-Oct-2024 18-Oct-2024 Change Change % Previous Week
Open 1.0889 1.0858 -0.0031 -0.3% 1.0964
High 1.0901 1.0896 -0.0005 0.0% 1.0965
Low 1.0838 1.0851 0.0014 0.1% 1.0838
Close 1.0852 1.0892 0.0040 0.4% 1.0892
Range 0.0063 0.0045 -0.0019 -29.4% 0.0128
ATR 0.0057 0.0057 -0.0001 -1.6% 0.0000
Volume 212,112 143,076 -69,036 -32.5% 766,629
Daily Pivots for day following 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1013 1.0997 1.0916
R3 1.0968 1.0952 1.0904
R2 1.0924 1.0924 1.0900
R1 1.0908 1.0908 1.0896 1.0916
PP 1.0879 1.0879 1.0879 1.0883
S1 1.0863 1.0863 1.0887 1.0871
S2 1.0835 1.0835 1.0883
S3 1.0790 1.0819 1.0879
S4 1.0746 1.0774 1.0867
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1281 1.1214 1.0962
R3 1.1153 1.1086 1.0927
R2 1.1026 1.1026 1.0915
R1 1.0959 1.0959 1.0903 1.0928
PP 1.0898 1.0898 1.0898 1.0883
S1 1.0831 1.0831 1.0880 1.0801
S2 1.0771 1.0771 1.0868
S3 1.0643 1.0704 1.0856
S4 1.0516 1.0576 1.0821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0965 1.0838 0.0128 1.2% 0.0048 0.4% 42% False False 153,325
10 1.1029 1.0838 0.0192 1.8% 0.0044 0.4% 28% False False 149,867
20 1.1250 1.0838 0.0412 3.8% 0.0060 0.6% 13% False False 181,823
40 1.1257 1.0838 0.0419 3.8% 0.0061 0.6% 13% False False 147,968
60 1.1257 1.0838 0.0419 3.8% 0.0060 0.6% 13% False False 99,280
80 1.1257 1.0767 0.0490 4.5% 0.0056 0.5% 26% False False 74,707
100 1.1257 1.0760 0.0497 4.6% 0.0056 0.5% 27% False False 59,886
120 1.1257 1.0760 0.0497 4.6% 0.0052 0.5% 27% False False 49,935
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1085
2.618 1.1012
1.618 1.0968
1.000 1.0940
0.618 1.0923
HIGH 1.0896
0.618 1.0879
0.500 1.0873
0.382 1.0868
LOW 1.0851
0.618 1.0823
1.000 1.0807
1.618 1.0779
2.618 1.0734
4.250 1.0662
Fisher Pivots for day following 18-Oct-2024
Pivot 1 day 3 day
R1 1.0885 1.0889
PP 1.0879 1.0886
S1 1.0873 1.0883

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

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