CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 07-Sep-2023
Day Change Summary
Previous Current
06-Sep-2023 07-Sep-2023 Change Change % Previous Week
Open 1.0887 1.0856 -0.0031 -0.3% 1.0972
High 1.0905 1.0856 -0.0049 -0.4% 1.1083
Low 1.0885 1.0851 -0.0034 -0.3% 1.0934
Close 1.0885 1.0851 -0.0034 -0.3% 1.0938
Range 0.0020 0.0005 -0.0015 -75.0% 0.0149
ATR 0.0049 0.0048 -0.0001 -2.2% 0.0000
Volume 31 31 0 0.0% 863
Daily Pivots for day following 07-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.0868 1.0864 1.0854
R3 1.0863 1.0859 1.0852
R2 1.0858 1.0858 1.0852
R1 1.0854 1.0854 1.0851 1.0854
PP 1.0853 1.0853 1.0853 1.0852
S1 1.0849 1.0849 1.0851 1.0849
S2 1.0848 1.0848 1.0850
S3 1.0843 1.0844 1.0850
S4 1.0838 1.0839 1.0848
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1430 1.1332 1.1019
R3 1.1282 1.1184 1.0978
R2 1.1133 1.1133 1.0965
R1 1.1035 1.1035 1.0951 1.1010
PP 1.0985 1.0985 1.0985 1.0972
S1 1.0887 1.0887 1.0924 1.0862
S2 1.0836 1.0836 1.0910
S3 1.0688 1.0738 1.0897
S4 1.0539 1.0590 1.0856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1052 1.0851 0.0201 1.8% 0.0042 0.4% 0% False True 98
10 1.1083 1.0851 0.0232 2.1% 0.0036 0.3% 0% False True 139
20 1.1211 1.0851 0.0360 3.3% 0.0034 0.3% 0% False True 83
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.0877
2.618 1.0869
1.618 1.0864
1.000 1.0861
0.618 1.0859
HIGH 1.0856
0.618 1.0854
0.500 1.0854
0.382 1.0853
LOW 1.0851
0.618 1.0848
1.000 1.0846
1.618 1.0843
2.618 1.0838
4.250 1.0830
Fisher Pivots for day following 07-Sep-2023
Pivot 1 day 3 day
R1 1.0854 1.0880
PP 1.0853 1.0871
S1 1.0852 1.0861

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

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