CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 08-Jan-2024
Day Change Summary
Previous Current
05-Jan-2024 08-Jan-2024 Change Change % Previous Week
Open 1.1049 1.1055 0.0006 0.1% 1.1152
High 1.1093 1.1093 0.0000 0.0% 1.1152
Low 1.0993 1.1050 0.0058 0.5% 1.0993
Close 1.1063 1.1079 0.0016 0.1% 1.1063
Range 0.0101 0.0043 -0.0058 -57.2% 0.0159
ATR 0.0056 0.0055 -0.0001 -1.7% 0.0000
Volume 53 53 0 0.0% 807
Daily Pivots for day following 08-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1203 1.1184 1.1102
R3 1.1160 1.1141 1.1090
R2 1.1117 1.1117 1.1086
R1 1.1098 1.1098 1.1082 1.1107
PP 1.1074 1.1074 1.1074 1.1079
S1 1.1055 1.1055 1.1075 1.1064
S2 1.1031 1.1031 1.1071
S3 1.0988 1.1012 1.1067
S4 1.0945 1.0969 1.1055
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1546 1.1464 1.1150
R3 1.1387 1.1305 1.1107
R2 1.1228 1.1228 1.1092
R1 1.1146 1.1146 1.1078 1.1107
PP 1.1069 1.1069 1.1069 1.1050
S1 1.0987 1.0987 1.1048 1.0948
S2 1.0910 1.0910 1.1034
S3 1.0751 1.0828 1.1019
S4 1.0592 1.0669 1.0976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1152 1.0993 0.0159 1.4% 0.0059 0.5% 54% False False 172
10 1.1252 1.0993 0.0260 2.3% 0.0049 0.4% 33% False False 100
20 1.1252 1.0889 0.0364 3.3% 0.0043 0.4% 52% False False 83
40 1.1252 1.0811 0.0441 4.0% 0.0037 0.3% 61% False False 79
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1276
2.618 1.1206
1.618 1.1163
1.000 1.1136
0.618 1.1120
HIGH 1.1093
0.618 1.1077
0.500 1.1072
0.382 1.1066
LOW 1.1050
0.618 1.1023
1.000 1.1007
1.618 1.0980
2.618 1.0937
4.250 1.0867
Fisher Pivots for day following 08-Jan-2024
Pivot 1 day 3 day
R1 1.1076 1.1067
PP 1.1074 1.1055
S1 1.1072 1.1043

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

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