CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 13-May-2024
Day Change Summary
Previous Current
10-May-2024 13-May-2024 Change Change % Previous Week
Open 1.0800 1.0788 -0.0012 -0.1% 1.0782
High 1.0807 1.0823 0.0016 0.1% 1.0810
Low 1.0777 1.0782 0.0006 0.1% 1.0741
Close 1.0790 1.0806 0.0016 0.1% 1.0790
Range 0.0031 0.0041 0.0011 34.4% 0.0069
ATR 0.0056 0.0055 -0.0001 -1.9% 0.0000
Volume 140,035 133,042 -6,993 -5.0% 684,323
Daily Pivots for day following 13-May-2024
Classic Woodie Camarilla DeMark
R4 1.0927 1.0907 1.0828
R3 1.0886 1.0866 1.0817
R2 1.0845 1.0845 1.0813
R1 1.0825 1.0825 1.0809 1.0835
PP 1.0804 1.0804 1.0804 1.0808
S1 1.0784 1.0784 1.0802 1.0794
S2 1.0763 1.0763 1.0798
S3 1.0722 1.0743 1.0794
S4 1.0681 1.0702 1.0783
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 1.0987 1.0958 1.0828
R3 1.0918 1.0889 1.0809
R2 1.0849 1.0849 1.0803
R1 1.0820 1.0820 1.0796 1.0834
PP 1.0780 1.0780 1.0780 1.0787
S1 1.0751 1.0751 1.0784 1.0765
S2 1.0711 1.0711 1.0777
S3 1.0642 1.0682 1.0771
S4 1.0573 1.0613 1.0752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0823 1.0741 0.0083 0.8% 0.0039 0.4% 79% True False 141,395
10 1.0833 1.0670 0.0163 1.5% 0.0053 0.5% 83% False False 169,761
20 1.0833 1.0629 0.0204 1.9% 0.0056 0.5% 87% False False 183,995
40 1.0982 1.0629 0.0353 3.3% 0.0058 0.5% 50% False False 197,656
60 1.1026 1.0629 0.0398 3.7% 0.0055 0.5% 45% False False 153,156
80 1.1026 1.0629 0.0398 3.7% 0.0057 0.5% 45% False False 115,086
100 1.1209 1.0629 0.0581 5.4% 0.0058 0.5% 30% False False 92,200
120 1.1209 1.0629 0.0581 5.4% 0.0058 0.5% 30% False False 76,869
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0997
2.618 1.0930
1.618 1.0889
1.000 1.0864
0.618 1.0848
HIGH 1.0823
0.618 1.0807
0.500 1.0803
0.382 1.0798
LOW 1.0782
0.618 1.0757
1.000 1.0741
1.618 1.0716
2.618 1.0675
4.250 1.0608
Fisher Pivots for day following 13-May-2024
Pivot 1 day 3 day
R1 1.0805 1.0798
PP 1.0804 1.0790
S1 1.0803 1.0782

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

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