CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 10-Jan-2024
Day Change Summary
Previous Current
09-Jan-2024 10-Jan-2024 Change Change % Previous Week
Open 1.1057 1.1063 0.0006 0.0% 1.1152
High 1.1066 1.1083 0.0017 0.2% 1.1152
Low 1.1040 1.1050 0.0011 0.1% 1.0993
Close 1.1040 1.1083 0.0044 0.4% 1.1063
Range 0.0027 0.0033 0.0007 24.5% 0.0159
ATR 0.0054 0.0053 -0.0001 -1.4% 0.0000
Volume 18 15 -3 -16.7% 807
Daily Pivots for day following 10-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1171 1.1160 1.1101
R3 1.1138 1.1127 1.1092
R2 1.1105 1.1105 1.1089
R1 1.1094 1.1094 1.1086 1.1100
PP 1.1072 1.1072 1.1072 1.1075
S1 1.1061 1.1061 1.1080 1.1067
S2 1.1039 1.1039 1.1077
S3 1.1006 1.1028 1.1074
S4 1.0973 1.0995 1.1065
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 1.1093 1.0993 0.0101 0.9% 0.0046 0.4% 90% False False 40
10 1.1252 1.0993 0.0260 2.3% 0.0050 0.5% 35% False False 91
20 1.1252 1.0911 0.0341 3.1% 0.0043 0.4% 50% False False 76
40 1.1252 1.0843 0.0410 3.7% 0.0037 0.3% 59% False False 77
60 1.1252 1.0697 0.0555 5.0% 0.0034 0.3% 70% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1223
2.618 1.1169
1.618 1.1136
1.000 1.1116
0.618 1.1103
HIGH 1.1083
0.618 1.1070
0.500 1.1067
0.382 1.1063
LOW 1.1050
0.618 1.1030
1.000 1.1017
1.618 1.0997
2.618 1.0964
4.250 1.0910
Fisher Pivots for day following 10-Jan-2024
Pivot 1 day 3 day
R1 1.1078 1.1077
PP 1.1072 1.1072
S1 1.1067 1.1066

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

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