CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 1.0654 1.0669 0.0015 0.1% 1.0650
High 1.0677 1.0720 0.0043 0.4% 1.0720
Low 1.0654 1.0648 -0.0006 -0.1% 1.0581
Close 1.0677 1.0721 0.0045 0.4% 1.0721
Range 0.0023 0.0072 0.0049 217.8% 0.0139
ATR 0.0050 0.0051 0.0002 3.1% 0.0000
Volume 24 134 110 458.3% 606
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0911 1.0887 1.0760
R3 1.0839 1.0816 1.0741
R2 1.0768 1.0768 1.0734
R1 1.0744 1.0744 1.0728 1.0756
PP 1.0696 1.0696 1.0696 1.0702
S1 1.0673 1.0673 1.0714 1.0685
S2 1.0625 1.0625 1.0708
S3 1.0553 1.0601 1.0701
S4 1.0482 1.0530 1.0682
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1089 1.1044 1.0797
R3 1.0951 1.0905 1.0759
R2 1.0812 1.0812 1.0746
R1 1.0767 1.0767 1.0734 1.0790
PP 1.0674 1.0674 1.0674 1.0685
S1 1.0628 1.0628 1.0708 1.0651
S2 1.0535 1.0535 1.0696
S3 1.0397 1.0490 1.0683
S4 1.0258 1.0351 1.0645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0720 1.0581 0.0139 1.3% 0.0032 0.3% 101% True False 121
10 1.0771 1.0581 0.0190 1.8% 0.0040 0.4% 74% False False 95
20 1.0909 1.0581 0.0328 3.1% 0.0036 0.3% 43% False False 73
40 1.1170 1.0581 0.0589 5.5% 0.0035 0.3% 24% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1023
2.618 1.0907
1.618 1.0835
1.000 1.0791
0.618 1.0764
HIGH 1.0720
0.618 1.0692
0.500 1.0684
0.382 1.0675
LOW 1.0648
0.618 1.0604
1.000 1.0577
1.618 1.0532
2.618 1.0461
4.250 1.0344
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 1.0709 1.0706
PP 1.0696 1.0690
S1 1.0684 1.0675

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

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