CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 1.0876 1.0803 -0.0073 -0.7% 1.0899
High 1.0876 1.0803 -0.0073 -0.7% 1.0909
Low 1.0774 1.0793 0.0019 0.2% 1.0774
Close 1.0774 1.0798 0.0024 0.2% 1.0798
Range 0.0102 0.0011 -0.0092 -89.7% 0.0136
ATR 0.0048 0.0047 -0.0001 -2.8% 0.0000
Volume 21 4 -17 -81.0% 148
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.0829 1.0824 1.0803
R3 1.0819 1.0813 1.0800
R2 1.0808 1.0808 1.0799
R1 1.0803 1.0803 1.0798 1.0800
PP 1.0798 1.0798 1.0798 1.0796
S1 1.0792 1.0792 1.0797 1.0790
S2 1.0787 1.0787 1.0796
S3 1.0777 1.0782 1.0795
S4 1.0766 1.0771 1.0792
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1233 1.1151 1.0872
R3 1.1098 1.1015 1.0835
R2 1.0962 1.0962 1.0822
R1 1.0880 1.0880 1.0810 1.0853
PP 1.0827 1.0827 1.0827 1.0813
S1 1.0744 1.0744 1.0785 1.0718
S2 1.0691 1.0691 1.0773
S3 1.0556 1.0609 1.0760
S4 1.0420 1.0473 1.0723
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% 0.0034 0.3% 18% False False 29
10 1.1039 1.0774 0.0266 2.5% 0.0036 0.3% 9% False False 62
20 1.1083 1.0774 0.0309 2.9% 0.0035 0.3% 8% False False 87
40 1.1319 1.0774 0.0545 5.0% 0.0037 0.3% 4% False False 52
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0848
2.618 1.0830
1.618 1.0820
1.000 1.0814
0.618 1.0809
HIGH 1.0803
0.618 1.0799
0.500 1.0798
0.382 1.0797
LOW 1.0793
0.618 1.0786
1.000 1.0782
1.618 1.0776
2.618 1.0765
4.250 1.0748
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 1.0798 1.0830
PP 1.0798 1.0819
S1 1.0798 1.0808

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.