CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 14-Sep-2023
Day Change Summary
Previous Current
13-Sep-2023 14-Sep-2023 Change Change % Previous Week
Open 1.0886 1.0876 -0.0011 -0.1% 1.0910
High 1.0886 1.0876 -0.0011 -0.1% 1.0910
Low 1.0877 1.0774 -0.0104 -1.0% 1.0851
Close 1.0877 1.0774 -0.0104 -1.0% 1.0852
Range 0.0009 0.0102 0.0093 1,033.3% 0.0059
ATR 0.0044 0.0048 0.0004 9.7% 0.0000
Volume 10 21 11 110.0% 467
Daily Pivots for day following 14-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1114 1.1046 1.0830
R3 1.1012 1.0944 1.0802
R2 1.0910 1.0910 1.0792
R1 1.0842 1.0842 1.0783 1.0825
PP 1.0808 1.0808 1.0808 1.0799
S1 1.0740 1.0740 1.0764 1.0723
S2 1.0706 1.0706 1.0755
S3 1.0604 1.0638 1.0745
S4 1.0502 1.0536 1.0717
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 1.0774 0.0136 1.3% 0.0036 0.3% 0% False True 29
10 1.1052 1.0774 0.0278 2.6% 0.0039 0.4% 0% False True 63
20 1.1083 1.0774 0.0309 2.9% 0.0035 0.3% 0% False True 87
40 1.1390 1.0774 0.0616 5.7% 0.0039 0.4% 0% False True 53
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 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1309
2.618 1.1143
1.618 1.1041
1.000 1.0978
0.618 1.0939
HIGH 1.0876
0.618 1.0837
0.500 1.0825
0.382 1.0812
LOW 1.0774
0.618 1.0710
1.000 1.0672
1.618 1.0608
2.618 1.0506
4.250 1.0340
Fisher Pivots for day following 14-Sep-2023
Pivot 1 day 3 day
R1 1.0825 1.0841
PP 1.0808 1.0819
S1 1.0791 1.0796

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

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