CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 1.0899 1.0864 -0.0035 -0.3% 1.0910
High 1.0900 1.0909 0.0009 0.1% 1.0910
Low 1.0898 1.0864 -0.0034 -0.3% 1.0851
Close 1.0898 1.0880 -0.0019 -0.2% 1.0852
Range 0.0002 0.0045 0.0043 2,150.0% 0.0059
ATR 0.0047 0.0047 0.0000 -0.3% 0.0000
Volume 2 111 109 5,450.0% 467
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1019 1.0994 1.0904
R3 1.0974 1.0949 1.0892
R2 1.0929 1.0929 1.0888
R1 1.0904 1.0904 1.0884 1.0917
PP 1.0884 1.0884 1.0884 1.0890
S1 1.0859 1.0859 1.0875 1.0872
S2 1.0839 1.0839 1.0871
S3 1.0794 1.0814 1.0867
S4 1.0749 1.0769 1.0855
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1046 1.1008 1.0884
R3 1.0988 1.0949 1.0868
R2 1.0929 1.0929 1.0863
R1 1.0891 1.0891 1.0857 1.0881
PP 1.0871 1.0871 1.0871 1.0866
S1 1.0832 1.0832 1.0847 1.0822
S2 1.0812 1.0812 1.0841
S3 1.0754 1.0774 1.0836
S4 1.0695 1.0715 1.0820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0909 1.0851 0.0058 0.5% 0.0019 0.2% 49% True False 35
10 1.1083 1.0851 0.0232 2.1% 0.0034 0.3% 12% False False 142
20 1.1083 1.0851 0.0232 2.1% 0.0031 0.3% 12% False False 88
40 1.1408 1.0851 0.0557 5.1% 0.0037 0.3% 5% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1100
2.618 1.1027
1.618 1.0982
1.000 1.0954
0.618 1.0937
HIGH 1.0909
0.618 1.0892
0.500 1.0887
0.382 1.0881
LOW 1.0864
0.618 1.0836
1.000 1.0819
1.618 1.0791
2.618 1.0746
4.250 1.0673
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 1.0887 1.0881
PP 1.0884 1.0880
S1 1.0882 1.0880

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

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