CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 30-Aug-2023
Day Change Summary
Previous Current
29-Aug-2023 30-Aug-2023 Change Change % Previous Week
Open 1.1028 1.1030 0.0003 0.0% 1.1045
High 1.1035 1.1083 0.0048 0.4% 1.1063
Low 1.1028 1.1030 0.0003 0.0% 1.0938
Close 1.1035 1.1083 0.0048 0.4% 1.0977
Range 0.0008 0.0053 0.0045 600.0% 0.0125
ATR 0.0043 0.0044 0.0001 1.6% 0.0000
Volume 646 175 -471 -72.9% 237
Daily Pivots for day following 30-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1223 1.1205 1.1111
R3 1.1170 1.1153 1.1097
R2 1.1118 1.1118 1.1092
R1 1.1100 1.1100 1.1087 1.1109
PP 1.1065 1.1065 1.1065 1.1069
S1 1.1048 1.1048 1.1078 1.1056
S2 1.1013 1.1013 1.1073
S3 1.0960 1.0995 1.1068
S4 1.0908 1.0943 1.1054
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 1.1083 1.0938 0.0145 1.3% 0.0030 0.3% 100% True False 180
10 1.1083 1.0938 0.0145 1.3% 0.0031 0.3% 100% True False 111
20 1.1213 1.0938 0.0275 2.5% 0.0033 0.3% 53% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1306
2.618 1.1220
1.618 1.1167
1.000 1.1135
0.618 1.1115
HIGH 1.1083
0.618 1.1062
0.500 1.1056
0.382 1.1050
LOW 1.1030
0.618 1.0998
1.000 1.0978
1.618 1.0945
2.618 1.0893
4.250 1.0807
Fisher Pivots for day following 30-Aug-2023
Pivot 1 day 3 day
R1 1.1074 1.1064
PP 1.1065 1.1046
S1 1.1056 1.1027

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

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