CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 1.0713 1.0664 -0.0050 -0.5% 1.0743
High 1.0780 1.0664 -0.0116 -1.1% 1.0800
Low 1.0699 1.0647 -0.0053 -0.5% 1.0645
Close 1.0699 1.0655 -0.0044 -0.4% 1.0684
Range 0.0081 0.0017 -0.0064 -78.9% 0.0155
ATR 0.0053 0.0053 0.0000 0.0% 0.0000
Volume 259 62 -197 -76.1% 439
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.0706 1.0698 1.0664
R3 1.0689 1.0681 1.0660
R2 1.0672 1.0672 1.0658
R1 1.0664 1.0664 1.0657 1.0659
PP 1.0655 1.0655 1.0655 1.0653
S1 1.0647 1.0647 1.0653 1.0642
S2 1.0638 1.0638 1.0652
S3 1.0621 1.0630 1.0650
S4 1.0604 1.0613 1.0646
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1175 1.1084 1.0769
R3 1.1020 1.0929 1.0726
R2 1.0865 1.0865 1.0712
R1 1.0774 1.0774 1.0698 1.0742
PP 1.0710 1.0710 1.0710 1.0693
S1 1.0619 1.0619 1.0669 1.0587
S2 1.0555 1.0555 1.0655
S3 1.0400 1.0464 1.0641
S4 1.0245 1.0309 1.0598
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0780 1.0645 0.0135 1.3% 0.0045 0.4% 7% False False 181
10 1.0800 1.0645 0.0155 1.5% 0.0046 0.4% 6% False False 135
20 1.0800 1.0632 0.0169 1.6% 0.0043 0.4% 14% False False 131
40 1.0909 1.0581 0.0328 3.1% 0.0038 0.4% 23% False False 99
60 1.1211 1.0581 0.0630 5.9% 0.0037 0.3% 12% False False 95
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 0.0005
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0736
2.618 1.0708
1.618 1.0691
1.000 1.0681
0.618 1.0674
HIGH 1.0664
0.618 1.0657
0.500 1.0655
0.382 1.0653
LOW 1.0647
0.618 1.0636
1.000 1.0630
1.618 1.0619
2.618 1.0602
4.250 1.0574
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 1.0655 1.0713
PP 1.0655 1.0694
S1 1.0655 1.0674

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

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