CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 1.0771 1.0733 -0.0039 -0.4% 1.0800
High 1.0771 1.0733 -0.0039 -0.4% 1.0866
Low 1.0714 1.0695 -0.0019 -0.2% 1.0766
Close 1.0721 1.0700 -0.0021 -0.2% 1.0782
Range 0.0057 0.0038 -0.0020 -34.2% 0.0100
ATR 0.0046 0.0045 -0.0001 -1.3% 0.0000
Volume 112 74 -38 -33.9% 364
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.0822 1.0798 1.0721
R3 1.0784 1.0761 1.0710
R2 1.0747 1.0747 1.0707
R1 1.0723 1.0723 1.0703 1.0716
PP 1.0709 1.0709 1.0709 1.0706
S1 1.0686 1.0686 1.0697 1.0679
S2 1.0672 1.0672 1.0693
S3 1.0634 1.0648 1.0690
S4 1.0597 1.0611 1.0679
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1104 1.1043 1.0837
R3 1.1004 1.0943 1.0810
R2 1.0904 1.0904 1.0800
R1 1.0843 1.0843 1.0791 1.0824
PP 1.0804 1.0804 1.0804 1.0795
S1 1.0743 1.0743 1.0773 1.0724
S2 1.0704 1.0704 1.0764
S3 1.0604 1.0643 1.0755
S4 1.0504 1.0543 1.0727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0866 1.0695 0.0171 1.6% 0.0037 0.3% 3% False True 84
10 1.0886 1.0695 0.0191 1.8% 0.0037 0.3% 3% False True 58
20 1.1083 1.0695 0.0388 3.6% 0.0036 0.3% 1% False True 100
40 1.1213 1.0695 0.0518 4.8% 0.0033 0.3% 1% False True 63
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0892
2.618 1.0831
1.618 1.0793
1.000 1.0770
0.618 1.0756
HIGH 1.0733
0.618 1.0718
0.500 1.0714
0.382 1.0709
LOW 1.0695
0.618 1.0672
1.000 1.0658
1.618 1.0634
2.618 1.0597
4.250 1.0536
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 1.0714 1.0743
PP 1.0709 1.0729
S1 1.0705 1.0714

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

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