CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 04-Aug-2023
Day Change Summary
Previous Current
03-Aug-2023 04-Aug-2023 Change Change % Previous Week
Open 1.1094 1.1120 0.0026 0.2% 1.1199
High 1.1125 1.1213 0.0088 0.8% 1.1213
Low 1.1094 1.1111 0.0017 0.1% 1.1094
Close 1.1117 1.1181 0.0064 0.6% 1.1181
Range 0.0031 0.0102 0.0071 229.0% 0.0119
ATR 0.0050 0.0054 0.0004 7.4% 0.0000
Volume 3 4 1 33.3% 45
Daily Pivots for day following 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1474 1.1430 1.1237
R3 1.1372 1.1328 1.1209
R2 1.1270 1.1270 1.1200
R1 1.1226 1.1226 1.1190 1.1248
PP 1.1168 1.1168 1.1168 1.1179
S1 1.1124 1.1124 1.1172 1.1146
S2 1.1066 1.1066 1.1162
S3 1.0964 1.1022 1.1153
S4 1.0862 1.0920 1.1125
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1518 1.1468 1.1246
R3 1.1400 1.1350 1.1214
R2 1.1281 1.1281 1.1203
R1 1.1231 1.1231 1.1192 1.1197
PP 1.1163 1.1163 1.1163 1.1145
S1 1.1113 1.1113 1.1170 1.1078
S2 1.1044 1.1044 1.1159
S3 1.0926 1.0994 1.1148
S4 1.0807 1.0876 1.1116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1213 1.1094 0.0119 1.1% 0.0034 0.3% 73% True False 9
10 1.1319 1.1094 0.0225 2.0% 0.0051 0.5% 39% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1646
2.618 1.1480
1.618 1.1378
1.000 1.1315
0.618 1.1276
HIGH 1.1213
0.618 1.1174
0.500 1.1162
0.382 1.1149
LOW 1.1111
0.618 1.1047
1.000 1.1009
1.618 1.0945
2.618 1.0843
4.250 1.0677
Fisher Pivots for day following 04-Aug-2023
Pivot 1 day 3 day
R1 1.1175 1.1172
PP 1.1168 1.1163
S1 1.1162 1.1153

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

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