CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 1.0800 1.0813 0.0014 0.1% 1.0899
High 1.0828 1.0845 0.0017 0.2% 1.0909
Low 1.0800 1.0813 0.0014 0.1% 1.0774
Close 1.0815 1.0813 -0.0002 0.0% 1.0798
Range 0.0029 0.0032 0.0004 12.3% 0.0136
ATR 0.0046 0.0045 -0.0001 -2.1% 0.0000
Volume 41 85 44 107.3% 148
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.0920 1.0898 1.0831
R3 1.0888 1.0866 1.0822
R2 1.0856 1.0856 1.0819
R1 1.0834 1.0834 1.0816 1.0829
PP 1.0824 1.0824 1.0824 1.0821
S1 1.0802 1.0802 1.0810 1.0797
S2 1.0792 1.0792 1.0807
S3 1.0760 1.0770 1.0804
S4 1.0728 1.0738 1.0795
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 1.0886 1.0774 0.0113 1.0% 0.0036 0.3% 35% False False 32
10 1.0909 1.0774 0.0136 1.3% 0.0028 0.3% 29% False False 33
20 1.1083 1.0774 0.0309 2.9% 0.0035 0.3% 13% False False 91
40 1.1319 1.0774 0.0545 5.0% 0.0037 0.3% 7% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0981
2.618 1.0929
1.618 1.0897
1.000 1.0877
0.618 1.0865
HIGH 1.0845
0.618 1.0833
0.500 1.0829
0.382 1.0825
LOW 1.0813
0.618 1.0793
1.000 1.0781
1.618 1.0761
2.618 1.0729
4.250 1.0677
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 1.0829 1.0819
PP 1.0824 1.0817
S1 1.0818 1.0815

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

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