CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 08-Aug-2023
Day Change Summary
Previous Current
07-Aug-2023 08-Aug-2023 Change Change % Previous Week
Open 1.1183 1.1115 -0.0069 -0.6% 1.1199
High 1.1183 1.1131 -0.0053 -0.5% 1.1213
Low 1.1168 1.1115 -0.0054 -0.5% 1.1094
Close 1.1178 1.1131 -0.0048 -0.4% 1.1181
Range 0.0015 0.0016 0.0001 6.7% 0.0119
ATR 0.0051 0.0052 0.0001 1.7% 0.0000
Volume 9 43 34 377.8% 45
Daily Pivots for day following 08-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1173 1.1168 1.1139
R3 1.1157 1.1152 1.1135
R2 1.1141 1.1141 1.1133
R1 1.1136 1.1136 1.1132 1.1139
PP 1.1125 1.1125 1.1125 1.1127
S1 1.1120 1.1120 1.1129 1.1123
S2 1.1109 1.1109 1.1128
S3 1.1093 1.1104 1.1126
S4 1.1077 1.1088 1.1122
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% 0.0033 0.3% 31% False False 13
10 1.1319 1.1094 0.0225 2.0% 0.0050 0.5% 16% False False 15
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1199
2.618 1.1172
1.618 1.1156
1.000 1.1147
0.618 1.1140
HIGH 1.1131
0.618 1.1124
0.500 1.1123
0.382 1.1121
LOW 1.1115
0.618 1.1105
1.000 1.1099
1.618 1.1089
2.618 1.1073
4.250 1.1047
Fisher Pivots for day following 08-Aug-2023
Pivot 1 day 3 day
R1 1.1128 1.1162
PP 1.1125 1.1151
S1 1.1123 1.1141

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

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