CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 1.0813 1.0866 0.0053 0.5% 1.0899
High 1.0845 1.0866 0.0021 0.2% 1.0909
Low 1.0813 1.0817 0.0004 0.0% 1.0774
Close 1.0813 1.0822 0.0009 0.1% 1.0798
Range 0.0032 0.0049 0.0017 53.1% 0.0136
ATR 0.0045 0.0045 0.0001 1.3% 0.0000
Volume 85 86 1 1.2% 148
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.0982 1.0951 1.0848
R3 1.0933 1.0902 1.0835
R2 1.0884 1.0884 1.0830
R1 1.0853 1.0853 1.0826 1.0844
PP 1.0835 1.0835 1.0835 1.0830
S1 1.0804 1.0804 1.0817 1.0795
S2 1.0786 1.0786 1.0813
S3 1.0737 1.0755 1.0808
S4 1.0688 1.0706 1.0795
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1233 1.1151 1.0872
R3 1.1098 1.1015 1.0835
R2 1.0962 1.0962 1.0822
R1 1.0880 1.0880 1.0810 1.0853
PP 1.0827 1.0827 1.0827 1.0813
S1 1.0744 1.0744 1.0785 1.0718
S2 1.0691 1.0691 1.0773
S3 1.0556 1.0609 1.0760
S4 1.0420 1.0473 1.0723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0876 1.0774 0.0102 0.9% 0.0044 0.4% 47% False False 47
10 1.0909 1.0774 0.0136 1.3% 0.0031 0.3% 35% False False 39
20 1.1083 1.0774 0.0309 2.9% 0.0036 0.3% 16% False False 91
40 1.1319 1.0774 0.0545 5.0% 0.0038 0.3% 9% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1074
2.618 1.0994
1.618 1.0945
1.000 1.0915
0.618 1.0896
HIGH 1.0866
0.618 1.0847
0.500 1.0841
0.382 1.0835
LOW 1.0817
0.618 1.0786
1.000 1.0768
1.618 1.0737
2.618 1.0688
4.250 1.0608
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 1.0841 1.0833
PP 1.0835 1.0829
S1 1.0828 1.0825

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

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