CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 26-Apr-2024
Day Change Summary
Previous Current
25-Apr-2024 26-Apr-2024 Change Change % Previous Week
Open 1.0724 1.0754 0.0030 0.3% 1.0678
High 1.0764 1.0776 0.0012 0.1% 1.0776
Low 1.0701 1.0696 -0.0005 0.0% 1.0649
Close 1.0751 1.0728 -0.0023 -0.2% 1.0728
Range 0.0063 0.0080 0.0017 26.2% 0.0127
ATR 0.0059 0.0061 0.0001 2.4% 0.0000
Volume 222,968 225,035 2,067 0.9% 949,250
Daily Pivots for day following 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.0972 1.0929 1.0772
R3 1.0892 1.0850 1.0750
R2 1.0813 1.0813 1.0743
R1 1.0770 1.0770 1.0735 1.0752
PP 1.0733 1.0733 1.0733 1.0724
S1 1.0691 1.0691 1.0721 1.0672
S2 1.0654 1.0654 1.0713
S3 1.0574 1.0611 1.0706
S4 1.0495 1.0532 1.0684
Weekly Pivots for week ending 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1098 1.1040 1.0798
R3 1.0971 1.0913 1.0763
R2 1.0844 1.0844 1.0751
R1 1.0786 1.0786 1.0740 1.0815
PP 1.0717 1.0717 1.0717 1.0732
S1 1.0659 1.0659 1.0716 1.0688
S2 1.0590 1.0590 1.0705
S3 1.0463 1.0532 1.0693
S4 1.0336 1.0405 1.0658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0776 1.0649 0.0127 1.2% 0.0060 0.6% 63% True False 189,850
10 1.0776 1.0629 0.0147 1.4% 0.0059 0.5% 68% True False 202,892
20 1.0916 1.0629 0.0288 2.7% 0.0063 0.6% 35% False False 208,045
40 1.1026 1.0629 0.0398 3.7% 0.0057 0.5% 25% False False 181,617
60 1.1026 1.0629 0.0398 3.7% 0.0057 0.5% 25% False False 121,574
80 1.1080 1.0629 0.0452 4.2% 0.0058 0.5% 22% False False 91,388
100 1.1209 1.0629 0.0581 5.4% 0.0059 0.6% 17% False False 73,181
120 1.1209 1.0629 0.0581 5.4% 0.0058 0.5% 17% False False 61,001
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 0.0019
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1113
2.618 1.0984
1.618 1.0904
1.000 1.0855
0.618 1.0825
HIGH 1.0776
0.618 1.0745
0.500 1.0736
0.382 1.0726
LOW 1.0696
0.618 1.0647
1.000 1.0617
1.618 1.0567
2.618 1.0488
4.250 1.0358
Fisher Pivots for day following 26-Apr-2024
Pivot 1 day 3 day
R1 1.0736 1.0736
PP 1.0733 1.0733
S1 1.0731 1.0731

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

View Archives - Comment on this page... - Back to Index of Symbols