CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 03-Oct-2023
Day Change Summary
Previous Current
02-Oct-2023 03-Oct-2023 Change Change % Previous Week
Open 1.0650 1.0584 -0.0067 -0.6% 1.0771
High 1.0650 1.0604 -0.0046 -0.4% 1.0771
Low 1.0623 1.0581 -0.0042 -0.4% 1.0637
Close 1.0623 1.0604 -0.0019 -0.2% 1.0709
Range 0.0027 0.0023 -0.0004 -14.8% 0.0134
ATR 0.0051 0.0051 -0.0001 -1.3% 0.0000
Volume 12 138 126 1,050.0% 350
Daily Pivots for day following 03-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0665 1.0658 1.0617
R3 1.0642 1.0635 1.0610
R2 1.0619 1.0619 1.0608
R1 1.0612 1.0612 1.0606 1.0616
PP 1.0596 1.0596 1.0596 1.0598
S1 1.0589 1.0589 1.0602 1.0593
S2 1.0573 1.0573 1.0600
S3 1.0550 1.0566 1.0598
S4 1.0527 1.0543 1.0591
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1108 1.1042 1.0783
R3 1.0974 1.0908 1.0746
R2 1.0840 1.0840 1.0734
R1 1.0774 1.0774 1.0721 1.0740
PP 1.0706 1.0706 1.0706 1.0689
S1 1.0640 1.0640 1.0697 1.0606
S2 1.0572 1.0572 1.0684
S3 1.0438 1.0506 1.0672
S4 1.0304 1.0372 1.0635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0748 1.0581 0.0167 1.6% 0.0039 0.4% 14% False True 62
10 1.0866 1.0581 0.0285 2.7% 0.0038 0.4% 8% False True 73
20 1.0909 1.0581 0.0328 3.1% 0.0033 0.3% 7% False True 53
40 1.1211 1.0581 0.0630 5.9% 0.0034 0.3% 4% False True 70
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0702
2.618 1.0664
1.618 1.0641
1.000 1.0627
0.618 1.0618
HIGH 1.0604
0.618 1.0595
0.500 1.0593
0.382 1.0590
LOW 1.0581
0.618 1.0567
1.000 1.0558
1.618 1.0544
2.618 1.0521
4.250 1.0483
Fisher Pivots for day following 03-Oct-2023
Pivot 1 day 3 day
R1 1.0600 1.0664
PP 1.0596 1.0644
S1 1.0593 1.0624

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

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