CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 10-Aug-2023
Day Change Summary
Previous Current
09-Aug-2023 10-Aug-2023 Change Change % Previous Week
Open 1.1161 1.1188 0.0027 0.2% 1.1199
High 1.1161 1.1211 0.0050 0.4% 1.1213
Low 1.1146 1.1158 0.0013 0.1% 1.1094
Close 1.1146 1.1158 0.0013 0.1% 1.1181
Range 0.0016 0.0053 0.0037 238.7% 0.0119
ATR 0.0050 0.0051 0.0001 2.1% 0.0000
Volume 100 16 -84 -84.0% 45
Daily Pivots for day following 10-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1333 1.1298 1.1187
R3 1.1281 1.1246 1.1172
R2 1.1228 1.1228 1.1168
R1 1.1193 1.1193 1.1163 1.1184
PP 1.1176 1.1176 1.1176 1.1171
S1 1.1141 1.1141 1.1153 1.1132
S2 1.1123 1.1123 1.1148
S3 1.1071 1.1088 1.1144
S4 1.1018 1.1036 1.1129
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 1.1111 0.0102 0.9% 0.0040 0.4% 47% False False 34
10 1.1226 1.1094 0.0132 1.2% 0.0037 0.3% 48% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1434
2.618 1.1348
1.618 1.1295
1.000 1.1263
0.618 1.1243
HIGH 1.1211
0.618 1.1190
0.500 1.1184
0.382 1.1178
LOW 1.1158
0.618 1.1126
1.000 1.1106
1.618 1.1073
2.618 1.1021
4.250 1.0935
Fisher Pivots for day following 10-Aug-2023
Pivot 1 day 3 day
R1 1.1184 1.1163
PP 1.1176 1.1161
S1 1.1167 1.1160

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

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