CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 15-May-2024
Day Change Summary
Previous Current
14-May-2024 15-May-2024 Change Change % Previous Week
Open 1.0807 1.0834 0.0027 0.2% 1.0782
High 1.0842 1.0902 0.0060 0.6% 1.0810
Low 1.0781 1.0829 0.0048 0.4% 1.0741
Close 1.0836 1.0894 0.0058 0.5% 1.0790
Range 0.0061 0.0073 0.0012 19.7% 0.0069
ATR 0.0055 0.0056 0.0001 2.3% 0.0000
Volume 199,348 233,825 34,477 17.3% 684,323
Daily Pivots for day following 15-May-2024
Classic Woodie Camarilla DeMark
R4 1.1094 1.1067 1.0934
R3 1.1021 1.0994 1.0914
R2 1.0948 1.0948 1.0907
R1 1.0921 1.0921 1.0900 1.0934
PP 1.0875 1.0875 1.0875 1.0881
S1 1.0848 1.0848 1.0887 1.0861
S2 1.0802 1.0802 1.0880
S3 1.0729 1.0775 1.0873
S4 1.0656 1.0702 1.0853
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 1.0902 1.0741 0.0161 1.5% 0.0053 0.5% 95% True False 175,128
10 1.0902 1.0694 0.0208 1.9% 0.0051 0.5% 96% True False 167,666
20 1.0902 1.0636 0.0266 2.4% 0.0056 0.5% 97% True False 182,661
40 1.0982 1.0629 0.0353 3.2% 0.0059 0.5% 75% False False 200,047
60 1.1026 1.0629 0.0398 3.6% 0.0055 0.5% 67% False False 160,336
80 1.1026 1.0629 0.0398 3.6% 0.0058 0.5% 67% False False 120,489
100 1.1209 1.0629 0.0581 5.3% 0.0058 0.5% 46% False False 96,525
120 1.1209 1.0629 0.0581 5.3% 0.0058 0.5% 46% False False 80,478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1212
2.618 1.1093
1.618 1.1020
1.000 1.0975
0.618 1.0947
HIGH 1.0902
0.618 1.0874
0.500 1.0865
0.382 1.0856
LOW 1.0829
0.618 1.0783
1.000 1.0756
1.618 1.0710
2.618 1.0637
4.250 1.0518
Fisher Pivots for day following 15-May-2024
Pivot 1 day 3 day
R1 1.0884 1.0876
PP 1.0875 1.0859
S1 1.0865 1.0841

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

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