CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 1.1096 1.1068 -0.0028 -0.3% 1.1183
High 1.1098 1.1068 -0.0030 -0.3% 1.1211
Low 1.1071 1.1068 -0.0003 0.0% 1.1113
Close 1.1071 1.1068 -0.0003 0.0% 1.1119
Range 0.0027 0.0000 -0.0027 -100.0% 0.0098
ATR 0.0051 0.0048 -0.0003 -6.7% 0.0000
Volume 4 10 6 150.0% 173
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1068 1.1068 1.1068
R3 1.1068 1.1068 1.1068
R2 1.1068 1.1068 1.1068
R1 1.1068 1.1068 1.1068 1.1068
PP 1.1068 1.1068 1.1068 1.1068
S1 1.1068 1.1068 1.1068 1.1068
S2 1.1068 1.1068 1.1068
S3 1.1068 1.1068 1.1068
S4 1.1068 1.1068 1.1068
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1440 1.1377 1.1172
R3 1.1342 1.1279 1.1145
R2 1.1245 1.1245 1.1136
R1 1.1182 1.1182 1.1127 1.1165
PP 1.1147 1.1147 1.1147 1.1139
S1 1.1084 1.1084 1.1110 1.1067
S2 1.1050 1.1050 1.1101
S3 1.0952 1.0987 1.1092
S4 1.0855 1.0889 1.1065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1211 1.1068 0.0143 1.3% 0.0030 0.3% 0% False True 27
10 1.1213 1.1068 0.0145 1.3% 0.0032 0.3% 0% False True 20
20 1.1408 1.1068 0.0340 3.1% 0.0042 0.4% 0% False True 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1068
2.618 1.1068
1.618 1.1068
1.000 1.1068
0.618 1.1068
HIGH 1.1068
0.618 1.1068
0.500 1.1068
0.382 1.1068
LOW 1.1068
0.618 1.1068
1.000 1.1068
1.618 1.1068
2.618 1.1068
4.250 1.1068
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 1.1068 1.1119
PP 1.1068 1.1102
S1 1.1068 1.1085

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

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