CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 12-Jan-2024
Day Change Summary
Previous Current
11-Jan-2024 12-Jan-2024 Change Change % Previous Week
Open 1.1055 1.1055 0.0000 0.0% 1.1055
High 1.1092 1.1094 0.0002 0.0% 1.1094
Low 1.1050 1.1047 -0.0003 0.0% 1.1040
Close 1.1092 1.1064 -0.0028 -0.2% 1.1064
Range 0.0042 0.0047 0.0005 12.0% 0.0054
ATR 0.0052 0.0052 0.0000 -0.8% 0.0000
Volume 26 91 65 250.0% 203
Daily Pivots for day following 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1208 1.1182 1.1090
R3 1.1161 1.1136 1.1077
R2 1.1115 1.1115 1.1073
R1 1.1089 1.1089 1.1068 1.1102
PP 1.1068 1.1068 1.1068 1.1075
S1 1.1043 1.1043 1.1060 1.1056
S2 1.1022 1.1022 1.1055
S3 1.0975 1.0996 1.1051
S4 1.0929 1.0950 1.1038
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1228 1.1200 1.1094
R3 1.1174 1.1146 1.1079
R2 1.1120 1.1120 1.1074
R1 1.1092 1.1092 1.1069 1.1106
PP 1.1066 1.1066 1.1066 1.1073
S1 1.1038 1.1038 1.1059 1.1052
S2 1.1012 1.1012 1.1054
S3 1.0958 1.0984 1.1049
S4 1.0904 1.0930 1.1034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1094 1.1040 0.0054 0.5% 0.0038 0.3% 45% True False 40
10 1.1205 1.0993 0.0213 1.9% 0.0049 0.4% 34% False False 101
20 1.1252 1.0993 0.0260 2.3% 0.0040 0.4% 28% False False 71
40 1.1252 1.0889 0.0364 3.3% 0.0035 0.3% 48% False False 80
60 1.1252 1.0697 0.0555 5.0% 0.0035 0.3% 66% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1291
2.618 1.1215
1.618 1.1169
1.000 1.1140
0.618 1.1122
HIGH 1.1094
0.618 1.1076
0.500 1.1070
0.382 1.1065
LOW 1.1047
0.618 1.1018
1.000 1.1001
1.618 1.0972
2.618 1.0925
4.250 1.0849
Fisher Pivots for day following 12-Jan-2024
Pivot 1 day 3 day
R1 1.1070 1.1070
PP 1.1068 1.1068
S1 1.1066 1.1066

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

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