CME Euro FX (E) Future December 2024


Trading Metrics calculated at close of trading on 22-Oct-2024
Day Change Summary
Previous Current
21-Oct-2024 22-Oct-2024 Change Change % Previous Week
Open 1.0893 1.0841 -0.0053 -0.5% 1.0964
High 1.0898 1.0864 -0.0034 -0.3% 1.0965
Low 1.0836 1.0818 -0.0019 -0.2% 1.0838
Close 1.0837 1.0825 -0.0012 -0.1% 1.0892
Range 0.0062 0.0046 -0.0016 -25.2% 0.0128
ATR 0.0057 0.0056 -0.0001 -1.4% 0.0000
Volume 145,945 162,847 16,902 11.6% 766,629
Daily Pivots for day following 22-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.0973 1.0945 1.0850
R3 1.0927 1.0899 1.0838
R2 1.0881 1.0881 1.0833
R1 1.0853 1.0853 1.0829 1.0844
PP 1.0835 1.0835 1.0835 1.0831
S1 1.0807 1.0807 1.0821 1.0798
S2 1.0789 1.0789 1.0817
S3 1.0743 1.0761 1.0812
S4 1.0697 1.0715 1.0800
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 1.0929 1.0818 0.0112 1.0% 0.0053 0.5% 7% False True 161,837
10 1.1013 1.0818 0.0195 1.8% 0.0047 0.4% 4% False True 153,366
20 1.1250 1.0818 0.0432 4.0% 0.0058 0.5% 2% False True 176,824
40 1.1250 1.0818 0.0432 4.0% 0.0060 0.6% 2% False True 155,474
60 1.1257 1.0818 0.0439 4.1% 0.0061 0.6% 2% False True 104,413
80 1.1257 1.0798 0.0459 4.2% 0.0056 0.5% 6% False False 78,545
100 1.1257 1.0760 0.0497 4.6% 0.0056 0.5% 13% False False 62,971
120 1.1257 1.0760 0.0497 4.6% 0.0052 0.5% 13% False False 52,508
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1059
2.618 1.0984
1.618 1.0938
1.000 1.0910
0.618 1.0892
HIGH 1.0864
0.618 1.0846
0.500 1.0841
0.382 1.0835
LOW 1.0818
0.618 1.0789
1.000 1.0772
1.618 1.0743
2.618 1.0697
4.250 1.0622
Fisher Pivots for day following 22-Oct-2024
Pivot 1 day 3 day
R1 1.0841 1.0858
PP 1.0835 1.0847
S1 1.0830 1.0836

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

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