CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 21-Dec-2023
Day Change Summary
Previous Current
20-Dec-2023 21-Dec-2023 Change Change % Previous Week
Open 1.1074 1.1115 0.0042 0.4% 1.0908
High 1.1074 1.1124 0.0051 0.5% 1.1136
Low 1.1074 1.1103 0.0030 0.3% 1.0890
Close 1.1074 1.1124 0.0051 0.5% 1.1032
Range 0.0000 0.0021 0.0021 0.0246
ATR 0.0052 0.0052 0.0000 -0.2% 0.0000
Volume 0 60 60 578
Daily Pivots for day following 21-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1180 1.1173 1.1136
R3 1.1159 1.1152 1.1130
R2 1.1138 1.1138 1.1128
R1 1.1131 1.1131 1.1126 1.1135
PP 1.1117 1.1117 1.1117 1.1119
S1 1.1110 1.1110 1.1122 1.1114
S2 1.1096 1.1096 1.1120
S3 1.1075 1.1089 1.1118
S4 1.1054 1.1068 1.1112
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1757 1.1640 1.1167
R3 1.1511 1.1394 1.1099
R2 1.1265 1.1265 1.1077
R1 1.1148 1.1148 1.1054 1.1207
PP 1.1019 1.1019 1.1019 1.1048
S1 1.0902 1.0902 1.1009 1.0961
S2 1.0773 1.0773 1.0986
S3 1.0527 1.0656 1.0964
S4 1.0281 1.0410 1.0896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1124 1.1032 0.0093 0.8% 0.0017 0.2% 100% True False 36
10 1.1136 1.0889 0.0248 2.2% 0.0038 0.3% 95% False False 65
20 1.1143 1.0889 0.0254 2.3% 0.0033 0.3% 93% False False 95
40 1.1143 1.0697 0.0446 4.0% 0.0033 0.3% 96% False False 63
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1213
2.618 1.1179
1.618 1.1158
1.000 1.1145
0.618 1.1137
HIGH 1.1124
0.618 1.1116
0.500 1.1114
0.382 1.1111
LOW 1.1103
0.618 1.1090
1.000 1.1082
1.618 1.1069
2.618 1.1048
4.250 1.1014
Fisher Pivots for day following 21-Dec-2023
Pivot 1 day 3 day
R1 1.1121 1.1116
PP 1.1117 1.1107
S1 1.1114 1.1099

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

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