CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 26-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 26-Dec-2023 Change Change % Previous Week
Open 1.1093 1.1103 0.0010 0.1% 1.0997
High 1.1121 1.1126 0.0005 0.0% 1.1121
Low 1.1076 1.1092 0.0016 0.1% 1.0994
Close 1.1096 1.1126 0.0030 0.3% 1.1096
Range 0.0046 0.0035 -0.0011 -24.2% 0.0127
ATR 0.0061 0.0059 -0.0002 -3.1% 0.0000
Volume 259 120 -139 -53.7% 1,786
Daily Pivots for day following 26-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1218 1.1207 1.1145
R3 1.1184 1.1172 1.1135
R2 1.1149 1.1149 1.1132
R1 1.1138 1.1138 1.1129 1.1143
PP 1.1115 1.1115 1.1115 1.1117
S1 1.1103 1.1103 1.1123 1.1109
S2 1.1080 1.1080 1.1120
S3 1.1046 1.1069 1.1117
S4 1.1011 1.1034 1.1107
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1451 1.1401 1.1166
R3 1.1324 1.1274 1.1131
R2 1.1197 1.1197 1.1119
R1 1.1147 1.1147 1.1108 1.1172
PP 1.1070 1.1070 1.1070 1.1083
S1 1.1020 1.1020 1.1084 1.1045
S2 1.0943 1.0943 1.1073
S3 1.0816 1.0893 1.1061
S4 1.0689 1.0766 1.1026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1126 1.1007 0.0119 1.1% 0.0050 0.4% 100% True False 337
10 1.1126 1.0856 0.0270 2.4% 0.0064 0.6% 100% True False 341
20 1.1126 1.0830 0.0297 2.7% 0.0060 0.5% 100% True False 284
40 1.1126 1.0647 0.0480 4.3% 0.0056 0.5% 100% True False 191
60 1.1126 1.0581 0.0545 4.9% 0.0050 0.5% 100% True False 168
80 1.1126 1.0581 0.0545 4.9% 0.0047 0.4% 100% True False 143
100 1.1213 1.0581 0.0632 5.7% 0.0044 0.4% 86% False False 128
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1273
2.618 1.1216
1.618 1.1182
1.000 1.1161
0.618 1.1147
HIGH 1.1126
0.618 1.1113
0.500 1.1109
0.382 1.1105
LOW 1.1092
0.618 1.1070
1.000 1.1057
1.618 1.1036
2.618 1.1001
4.250 1.0945
Fisher Pivots for day following 26-Dec-2023
Pivot 1 day 3 day
R1 1.1120 1.1109
PP 1.1115 1.1091
S1 1.1109 1.1074

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

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