CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 29-Aug-2023
Day Change Summary
Previous Current
28-Aug-2023 29-Aug-2023 Change Change % Previous Week
Open 1.0972 1.1028 0.0056 0.5% 1.1045
High 1.0979 1.1035 0.0057 0.5% 1.1063
Low 1.0972 1.1028 0.0056 0.5% 1.0938
Close 1.0979 1.1035 0.0057 0.5% 1.0977
Range 0.0007 0.0008 0.0001 7.1% 0.0125
ATR 0.0042 0.0043 0.0001 2.4% 0.0000
Volume 18 646 628 3,488.9% 237
Daily Pivots for day following 29-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1055 1.1053 1.1039
R3 1.1048 1.1045 1.1037
R2 1.1040 1.1040 1.1036
R1 1.1038 1.1038 1.1036 1.1039
PP 1.1033 1.1033 1.1033 1.1033
S1 1.1030 1.1030 1.1034 1.1031
S2 1.1025 1.1025 1.1034
S3 1.1018 1.1023 1.1033
S4 1.1010 1.1015 1.1031
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1367 1.1297 1.1045
R3 1.1242 1.1172 1.1011
R2 1.1117 1.1117 1.0999
R1 1.1047 1.1047 1.0988 1.1020
PP 1.0992 1.0992 1.0992 1.0979
S1 1.0922 1.0922 1.0965 1.0895
S2 1.0867 1.0867 1.0954
S3 1.0742 1.0797 1.0942
S4 1.0617 1.0672 1.0908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1035 1.0938 0.0098 0.9% 0.0030 0.3% 100% True False 162
10 1.1081 1.0938 0.0143 1.3% 0.0029 0.3% 68% False False 97
20 1.1213 1.0938 0.0275 2.5% 0.0030 0.3% 35% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1067
2.618 1.1055
1.618 1.1047
1.000 1.1043
0.618 1.1040
HIGH 1.1035
0.618 1.1032
0.500 1.1031
0.382 1.1030
LOW 1.1028
0.618 1.1023
1.000 1.1020
1.618 1.1015
2.618 1.1008
4.250 1.0996
Fisher Pivots for day following 29-Aug-2023
Pivot 1 day 3 day
R1 1.1034 1.1019
PP 1.1033 1.1003
S1 1.1031 1.0986

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

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