CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 31-Aug-2023
Day Change Summary
Previous Current
30-Aug-2023 31-Aug-2023 Change Change % Previous Week
Open 1.1030 1.1052 0.0022 0.2% 1.1045
High 1.1083 1.1052 -0.0031 -0.3% 1.1063
Low 1.1030 1.1006 -0.0025 -0.2% 1.0938
Close 1.1083 1.1006 -0.0077 -0.7% 1.0977
Range 0.0053 0.0046 -0.0007 -12.4% 0.0125
ATR 0.0044 0.0046 0.0002 5.4% 0.0000
Volume 175 17 -158 -90.3% 237
Daily Pivots for day following 31-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1159 1.1128 1.1031
R3 1.1113 1.1082 1.1018
R2 1.1067 1.1067 1.1014
R1 1.1036 1.1036 1.1010 1.1029
PP 1.1021 1.1021 1.1021 1.1017
S1 1.0990 1.0990 1.1001 1.0983
S2 1.0975 1.0975 1.0997
S3 1.0929 1.0944 1.0993
S4 1.0883 1.0898 1.0980
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% 0.0032 0.3% 47% False False 174
10 1.1083 1.0938 0.0145 1.3% 0.0034 0.3% 47% False False 112
20 1.1213 1.0938 0.0275 2.5% 0.0034 0.3% 25% False False 68
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1247
2.618 1.1172
1.618 1.1126
1.000 1.1098
0.618 1.1080
HIGH 1.1052
0.618 1.1034
0.500 1.1029
0.382 1.1023
LOW 1.1006
0.618 1.0977
1.000 1.0960
1.618 1.0931
2.618 1.0885
4.250 1.0810
Fisher Pivots for day following 31-Aug-2023
Pivot 1 day 3 day
R1 1.1029 1.1044
PP 1.1021 1.1031
S1 1.1013 1.1018

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

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