CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 09-Oct-2023
Day Change Summary
Previous Current
06-Oct-2023 09-Oct-2023 Change Change % Previous Week
Open 1.0669 1.0666 -0.0003 0.0% 1.0650
High 1.0720 1.0690 -0.0030 -0.3% 1.0720
Low 1.0648 1.0664 0.0016 0.2% 1.0581
Close 1.0721 1.0690 -0.0032 -0.3% 1.0721
Range 0.0072 0.0026 -0.0046 -64.3% 0.0139
ATR 0.0051 0.0052 0.0000 0.8% 0.0000
Volume 134 131 -3 -2.2% 606
Daily Pivots for day following 09-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0758 1.0749 1.0704
R3 1.0732 1.0724 1.0697
R2 1.0707 1.0707 1.0694
R1 1.0698 1.0698 1.0692 1.0702
PP 1.0681 1.0681 1.0681 1.0683
S1 1.0673 1.0673 1.0687 1.0677
S2 1.0656 1.0656 1.0685
S3 1.0630 1.0647 1.0682
S4 1.0605 1.0622 1.0675
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% 78% False False 145
10 1.0748 1.0581 0.0167 1.6% 0.0037 0.3% 65% False False 97
20 1.0909 1.0581 0.0328 3.1% 0.0037 0.3% 33% False False 79
40 1.1098 1.0581 0.0517 4.8% 0.0034 0.3% 21% False False 81
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0798
2.618 1.0756
1.618 1.0731
1.000 1.0715
0.618 1.0705
HIGH 1.0690
0.618 1.0680
0.500 1.0677
0.382 1.0674
LOW 1.0664
0.618 1.0648
1.000 1.0639
1.618 1.0623
2.618 1.0597
4.250 1.0556
Fisher Pivots for day following 09-Oct-2023
Pivot 1 day 3 day
R1 1.0685 1.0688
PP 1.0681 1.0686
S1 1.0677 1.0684

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

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