CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 07-Aug-2023
Day Change Summary
Previous Current
04-Aug-2023 07-Aug-2023 Change Change % Previous Week
Open 1.1120 1.1183 0.0064 0.6% 1.1199
High 1.1213 1.1183 -0.0030 -0.3% 1.1213
Low 1.1111 1.1168 0.0058 0.5% 1.1094
Close 1.1181 1.1178 -0.0003 0.0% 1.1181
Range 0.0102 0.0015 -0.0087 -85.3% 0.0119
ATR 0.0054 0.0051 -0.0003 -5.2% 0.0000
Volume 4 9 5 125.0% 45
Daily Pivots for day following 07-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1221 1.1215 1.1186
R3 1.1206 1.1200 1.1182
R2 1.1191 1.1191 1.1181
R1 1.1185 1.1185 1.1179 1.1181
PP 1.1176 1.1176 1.1176 1.1174
S1 1.1170 1.1170 1.1177 1.1166
S2 1.1161 1.1161 1.1175
S3 1.1146 1.1155 1.1174
S4 1.1131 1.1140 1.1170
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1518 1.1468 1.1246
R3 1.1400 1.1350 1.1214
R2 1.1281 1.1281 1.1203
R1 1.1231 1.1231 1.1192 1.1197
PP 1.1163 1.1163 1.1163 1.1145
S1 1.1113 1.1113 1.1170 1.1078
S2 1.1044 1.1044 1.1159
S3 1.0926 1.0994 1.1148
S4 1.0807 1.0876 1.1116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1213 1.1094 0.0119 1.1% 0.0031 0.3% 71% False False 5
10 1.1319 1.1094 0.0225 2.0% 0.0051 0.5% 37% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1247
2.618 1.1222
1.618 1.1207
1.000 1.1198
0.618 1.1192
HIGH 1.1183
0.618 1.1177
0.500 1.1176
0.382 1.1174
LOW 1.1168
0.618 1.1159
1.000 1.1153
1.618 1.1144
2.618 1.1129
4.250 1.1104
Fisher Pivots for day following 07-Aug-2023
Pivot 1 day 3 day
R1 1.1177 1.1170
PP 1.1176 1.1162
S1 1.1176 1.1153

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

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