CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 1.1119 1.1094 -0.0025 -0.2% 1.1270
High 1.1119 1.1125 0.0007 0.1% 1.1319
Low 1.1119 1.1094 -0.0025 -0.2% 1.1129
Close 1.1119 1.1117 -0.0002 0.0% 1.1204
Range 0.0000 0.0031 0.0031 0.0190
ATR 0.0000 0.0050 0.0050 0.0000
Volume 6 3 -3 -50.0% 71
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1205 1.1192 1.1134
R3 1.1174 1.1161 1.1126
R2 1.1143 1.1143 1.1123
R1 1.1130 1.1130 1.1120 1.1137
PP 1.1112 1.1112 1.1112 1.1115
S1 1.1099 1.1099 1.1114 1.1106
S2 1.1081 1.1081 1.1111
S3 1.1050 1.1068 1.1108
S4 1.1019 1.1037 1.1100
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 1.1226 1.1094 0.0132 1.2% 0.0033 0.3% 17% False True 17
10 1.1319 1.1094 0.0225 2.0% 0.0044 0.4% 10% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1257
2.618 1.1206
1.618 1.1175
1.000 1.1156
0.618 1.1144
HIGH 1.1125
0.618 1.1113
0.500 1.1110
0.382 1.1106
LOW 1.1094
0.618 1.1075
1.000 1.1063
1.618 1.1044
2.618 1.1013
4.250 1.0962
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 1.1115 1.1122
PP 1.1112 1.1120
S1 1.1110 1.1119

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

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