CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 09-Aug-2023
Day Change Summary
Previous Current
08-Aug-2023 09-Aug-2023 Change Change % Previous Week
Open 1.1115 1.1161 0.0047 0.4% 1.1199
High 1.1131 1.1161 0.0031 0.3% 1.1213
Low 1.1115 1.1146 0.0031 0.3% 1.1094
Close 1.1131 1.1146 0.0015 0.1% 1.1181
Range 0.0016 0.0016 -0.0001 -3.1% 0.0119
ATR 0.0052 0.0050 -0.0002 -2.9% 0.0000
Volume 43 100 57 132.6% 45
Daily Pivots for day following 09-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1197 1.1187 1.1154
R3 1.1182 1.1171 1.1150
R2 1.1166 1.1166 1.1148
R1 1.1156 1.1156 1.1147 1.1153
PP 1.1151 1.1151 1.1151 1.1149
S1 1.1140 1.1140 1.1144 1.1138
S2 1.1135 1.1135 1.1143
S3 1.1120 1.1125 1.1141
S4 1.1104 1.1109 1.1137
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% 0.0036 0.3% 43% False False 31
10 1.1319 1.1094 0.0225 2.0% 0.0048 0.4% 23% False False 25
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1227
2.618 1.1202
1.618 1.1186
1.000 1.1177
0.618 1.1171
HIGH 1.1161
0.618 1.1155
0.500 1.1153
0.382 1.1151
LOW 1.1146
0.618 1.1136
1.000 1.1130
1.618 1.1120
2.618 1.1105
4.250 1.1080
Fisher Pivots for day following 09-Aug-2023
Pivot 1 day 3 day
R1 1.1153 1.1149
PP 1.1151 1.1148
S1 1.1148 1.1147

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

View Archives - Comment on this page... - Back to Index of Symbols