CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 06-Nov-2023
Day Change Summary
Previous Current
03-Nov-2023 06-Nov-2023 Change Change % Previous Week
Open 1.0866 1.0879 0.0014 0.1% 1.0725
High 1.0892 1.0879 -0.0013 -0.1% 1.0892
Low 1.0777 1.0879 0.0103 1.0% 1.0704
Close 1.0890 1.0879 -0.0011 -0.1% 1.0890
Range 0.0116 0.0000 -0.0116 -100.0% 0.0188
ATR 0.0056 0.0053 -0.0003 -5.8% 0.0000
Volume 29 0 -29 -100.0% 125
Daily Pivots for day following 06-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.0879 1.0879 1.0879
R3 1.0879 1.0879 1.0879
R2 1.0879 1.0879 1.0879
R1 1.0879 1.0879 1.0879 1.0879
PP 1.0879 1.0879 1.0879 1.0879
S1 1.0879 1.0879 1.0879 1.0879
S2 1.0879 1.0879 1.0879
S3 1.0879 1.0879 1.0879
S4 1.0879 1.0879 1.0879
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1393 1.1329 1.0993
R3 1.1205 1.1141 1.0941
R2 1.1017 1.1017 1.0924
R1 1.0953 1.0953 1.0907 1.0985
PP 1.0829 1.0829 1.0829 1.0844
S1 1.0765 1.0765 1.0872 1.0797
S2 1.0641 1.0641 1.0855
S3 1.0453 1.0577 1.0838
S4 1.0265 1.0389 1.0786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0892 1.0704 0.0188 1.7% 0.0029 0.3% 93% False False 7
10 1.0892 1.0697 0.0195 1.8% 0.0030 0.3% 93% False False 43
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0879
2.618 1.0879
1.618 1.0879
1.000 1.0879
0.618 1.0879
HIGH 1.0879
0.618 1.0879
0.500 1.0879
0.382 1.0879
LOW 1.0879
0.618 1.0879
1.000 1.0879
1.618 1.0879
2.618 1.0879
4.250 1.0879
Fisher Pivots for day following 06-Nov-2023
Pivot 1 day 3 day
R1 1.0879 1.0864
PP 1.0879 1.0849
S1 1.0879 1.0834

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

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