CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 1.0584 1.0631 0.0047 0.4% 1.0771
High 1.0604 1.0646 0.0042 0.4% 1.0771
Low 1.0581 1.0630 0.0049 0.5% 1.0637
Close 1.0604 1.0630 0.0026 0.2% 1.0709
Range 0.0023 0.0016 -0.0007 -30.4% 0.0134
ATR 0.0051 0.0050 -0.0001 -1.2% 0.0000
Volume 138 298 160 115.9% 350
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0683 1.0673 1.0639
R3 1.0667 1.0657 1.0634
R2 1.0651 1.0651 1.0633
R1 1.0641 1.0641 1.0631 1.0638
PP 1.0635 1.0635 1.0635 1.0634
S1 1.0625 1.0625 1.0629 1.0622
S2 1.0619 1.0619 1.0627
S3 1.0603 1.0609 1.0626
S4 1.0587 1.0593 1.0621
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% 0.0035 0.3% 29% False False 94
10 1.0797 1.0581 0.0216 2.0% 0.0035 0.3% 23% False False 95
20 1.0909 1.0581 0.0328 3.1% 0.0033 0.3% 15% False False 67
40 1.1211 1.0581 0.0630 5.9% 0.0034 0.3% 8% False False 77
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 0.0003
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0714
2.618 1.0688
1.618 1.0672
1.000 1.0662
0.618 1.0656
HIGH 1.0646
0.618 1.0640
0.500 1.0638
0.382 1.0636
LOW 1.0630
0.618 1.0620
1.000 1.0614
1.618 1.0604
2.618 1.0588
4.250 1.0562
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 1.0638 1.0625
PP 1.0635 1.0620
S1 1.0633 1.0616

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

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