CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 19-Apr-2024
Day Change Summary
Previous Current
18-Apr-2024 19-Apr-2024 Change Change % Previous Week
Open 1.0700 1.0668 -0.0032 -0.3% 1.0667
High 1.0716 1.0703 -0.0013 -0.1% 1.0716
Low 1.0667 1.0636 -0.0032 -0.3% 1.0629
Close 1.0671 1.0676 0.0005 0.0% 1.0676
Range 0.0049 0.0068 0.0019 39.2% 0.0087
ATR 0.0060 0.0061 0.0001 0.9% 0.0000
Volume 156,472 194,109 37,637 24.1% 1,064,567
Daily Pivots for day following 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.0874 1.0842 1.0713
R3 1.0806 1.0775 1.0694
R2 1.0739 1.0739 1.0688
R1 1.0707 1.0707 1.0682 1.0723
PP 1.0671 1.0671 1.0671 1.0679
S1 1.0640 1.0640 1.0669 1.0656
S2 1.0604 1.0604 1.0663
S3 1.0536 1.0572 1.0657
S4 1.0469 1.0505 1.0638
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.0934 1.0892 1.0723
R3 1.0847 1.0805 1.0699
R2 1.0760 1.0760 1.0691
R1 1.0718 1.0718 1.0683 1.0739
PP 1.0673 1.0673 1.0673 1.0684
S1 1.0631 1.0631 1.0668 1.0652
S2 1.0586 1.0586 1.0660
S3 1.0499 1.0544 1.0652
S4 1.0412 1.0457 1.0628
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0716 1.0629 0.0087 0.8% 0.0057 0.5% 54% False False 212,913
10 1.0916 1.0629 0.0288 2.7% 0.0067 0.6% 16% False False 219,293
20 1.0916 1.0629 0.0288 2.7% 0.0060 0.6% 16% False False 208,789
40 1.1026 1.0629 0.0398 3.7% 0.0055 0.5% 12% False False 157,863
60 1.1026 1.0629 0.0398 3.7% 0.0057 0.5% 12% False False 105,582
80 1.1209 1.0629 0.0581 5.4% 0.0059 0.6% 8% False False 79,362
100 1.1209 1.0629 0.0581 5.4% 0.0059 0.6% 8% False False 63,546
120 1.1209 1.0629 0.0581 5.4% 0.0058 0.5% 8% False False 52,972
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0990
2.618 1.0880
1.618 1.0812
1.000 1.0771
0.618 1.0745
HIGH 1.0703
0.618 1.0677
0.500 1.0669
0.382 1.0661
LOW 1.0636
0.618 1.0594
1.000 1.0568
1.618 1.0526
2.618 1.0459
4.250 1.0349
Fisher Pivots for day following 19-Apr-2024
Pivot 1 day 3 day
R1 1.0673 1.0675
PP 1.0671 1.0675
S1 1.0669 1.0674

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

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