CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 11-Jan-2024
Day Change Summary
Previous Current
10-Jan-2024 11-Jan-2024 Change Change % Previous Week
Open 1.1063 1.1055 -0.0008 -0.1% 1.1152
High 1.1083 1.1092 0.0009 0.1% 1.1152
Low 1.1050 1.1050 0.0000 0.0% 1.0993
Close 1.1083 1.1092 0.0009 0.1% 1.1063
Range 0.0033 0.0042 0.0009 25.8% 0.0159
ATR 0.0053 0.0052 -0.0001 -1.6% 0.0000
Volume 15 26 11 73.3% 807
Daily Pivots for day following 11-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1202 1.1188 1.1114
R3 1.1161 1.1147 1.1103
R2 1.1119 1.1119 1.1099
R1 1.1105 1.1105 1.1095 1.1112
PP 1.1078 1.1078 1.1078 1.1081
S1 1.1064 1.1064 1.1088 1.1071
S2 1.1036 1.1036 1.1084
S3 1.0995 1.1022 1.1080
S4 1.0953 1.0981 1.1069
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% 0.0049 0.4% 99% False False 33
10 1.1252 1.0993 0.0260 2.3% 0.0051 0.5% 38% False False 93
20 1.1252 1.0931 0.0321 2.9% 0.0043 0.4% 50% False False 73
40 1.1252 1.0843 0.0410 3.7% 0.0038 0.3% 61% False False 78
60 1.1252 1.0697 0.0555 5.0% 0.0035 0.3% 71% False False 72
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1268
2.618 1.1200
1.618 1.1159
1.000 1.1133
0.618 1.1117
HIGH 1.1092
0.618 1.1076
0.500 1.1071
0.382 1.1066
LOW 1.1050
0.618 1.1024
1.000 1.1009
1.618 1.0983
2.618 1.0941
4.250 1.0874
Fisher Pivots for day following 11-Jan-2024
Pivot 1 day 3 day
R1 1.1085 1.1083
PP 1.1078 1.1074
S1 1.1071 1.1066

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

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