CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 02-Aug-2023
Day Change Summary
Previous Current
01-Aug-2023 02-Aug-2023 Change Change % Previous Week
Open 1.1143 1.1119 -0.0025 -0.2% 1.1270
High 1.1150 1.1119 -0.0032 -0.3% 1.1319
Low 1.1143 1.1119 -0.0025 -0.2% 1.1129
Close 1.1150 1.1119 -0.0032 -0.3% 1.1204
Range 0.0007 0.0000 -0.0007 -100.0% 0.0190
ATR
Volume 3 6 3 100.0% 71
Daily Pivots for day following 02-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1119 1.1119 1.1119
R3 1.1119 1.1119 1.1119
R2 1.1119 1.1119 1.1119
R1 1.1119 1.1119 1.1119 1.1119
PP 1.1119 1.1119 1.1119 1.1119
S1 1.1119 1.1119 1.1119 1.1119
S2 1.1119 1.1119 1.1119
S3 1.1119 1.1119 1.1119
S4 1.1119 1.1119 1.1119
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1786 1.1684 1.1308
R3 1.1596 1.1495 1.1256
R2 1.1407 1.1407 1.1238
R1 1.1305 1.1305 1.1221 1.1261
PP 1.1217 1.1217 1.1217 1.1195
S1 1.1116 1.1116 1.1186 1.1072
S2 1.1028 1.1028 1.1169
S3 1.0838 1.0926 1.1151
S4 1.0649 1.0737 1.1099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1319 1.1119 0.0200 1.8% 0.0060 0.5% 0% False True 18
10 1.1390 1.1119 0.0271 2.4% 0.0050 0.4% 0% False True 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1119
2.618 1.1119
1.618 1.1119
1.000 1.1119
0.618 1.1119
HIGH 1.1119
0.618 1.1119
0.500 1.1119
0.382 1.1119
LOW 1.1119
0.618 1.1119
1.000 1.1119
1.618 1.1119
2.618 1.1119
4.250 1.1119
Fisher Pivots for day following 02-Aug-2023
Pivot 1 day 3 day
R1 1.1119 1.1162
PP 1.1119 1.1148
S1 1.1119 1.1133

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

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