CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	1.0899	1.0864	-0.0035	-0.3%	1.0910
High	1.0900	1.0909	0.0009	0.1%	1.0910
Low	1.0898	1.0864	-0.0034	-0.3%	1.0851
Close	1.0898	1.0880	-0.0019	-0.2%	1.0852
Range	0.0002	0.0045	0.0043	2,150.0%	0.0059
ATR	0.0047	0.0047	0.0000	-0.3%	0.0000
Volume	2	111	109	5,450.0%	467

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1019	1.0994	1.0904
R3	1.0974	1.0949	1.0892
R2	1.0929	1.0929	1.0888
R1	1.0904	1.0904	1.0884	1.0917
PP	1.0884	1.0884	1.0884	1.0890
S1	1.0859	1.0859	1.0875	1.0872
S2	1.0839	1.0839	1.0871
S3	1.0794	1.0814	1.0867
S4	1.0749	1.0769	1.0855

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1046	1.1008	1.0884
R3	1.0988	1.0949	1.0868
R2	1.0929	1.0929	1.0863
R1	1.0891	1.0891	1.0857	1.0881
PP	1.0871	1.0871	1.0871	1.0866
S1	1.0832	1.0832	1.0847	1.0822
S2	1.0812	1.0812	1.0841
S3	1.0754	1.0774	1.0836
S4	1.0695	1.0715	1.0820

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0909	1.0851	0.0058	0.5%	0.0019	0.2%	49%	True	False	35
10	1.1083	1.0851	0.0232	2.1%	0.0034	0.3%	12%	False	False	142
20	1.1083	1.0851	0.0232	2.1%	0.0031	0.3%	12%	False	False	88
40	1.1408	1.0851	0.0557	5.1%	0.0037	0.3%	5%	False	False	53

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1100
2.618	1.1027
1.618	1.0982
1.000	1.0954
0.618	1.0937
HIGH	1.0909
0.618	1.0892
0.500	1.0887
0.382	1.0881
LOW	1.0864
0.618	1.0836
1.000	1.0819
1.618	1.0791
2.618	1.0746
4.250	1.0673

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	1.0887	1.0881
PP	1.0884	1.0880
S1	1.0882	1.0880

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols