CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 11-Aug-2023
Day Change Summary
Previous Current
10-Aug-2023 11-Aug-2023 Change Change % Previous Week
Open 1.1188 1.1145 -0.0043 -0.4% 1.1183
High 1.1211 1.1170 -0.0041 -0.4% 1.1211
Low 1.1158 1.1113 -0.0045 -0.4% 1.1113
Close 1.1158 1.1119 -0.0040 -0.4% 1.1119
Range 0.0053 0.0057 0.0004 7.6% 0.0098
ATR 0.0051 0.0052 0.0000 0.7% 0.0000
Volume 16 5 -11 -68.8% 173
Daily Pivots for day following 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1303 1.1267 1.1150
R3 1.1247 1.1211 1.1134
R2 1.1190 1.1190 1.1129
R1 1.1154 1.1154 1.1124 1.1144
PP 1.1134 1.1134 1.1134 1.1129
S1 1.1098 1.1098 1.1113 1.1088
S2 1.1077 1.1077 1.1108
S3 1.1021 1.1041 1.1103
S4 1.0964 1.0985 1.1087
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1440 1.1377 1.1172
R3 1.1342 1.1279 1.1145
R2 1.1245 1.1245 1.1136
R1 1.1182 1.1182 1.1127 1.1165
PP 1.1147 1.1147 1.1147 1.1139
S1 1.1084 1.1084 1.1110 1.1067
S2 1.1050 1.1050 1.1101
S3 1.0952 1.0987 1.1092
S4 1.0855 1.0889 1.1065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1211 1.1113 0.0098 0.9% 0.0031 0.3% 6% False True 34
10 1.1213 1.1094 0.0119 1.1% 0.0033 0.3% 21% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1410
2.618 1.1317
1.618 1.1261
1.000 1.1226
0.618 1.1204
HIGH 1.1170
0.618 1.1148
0.500 1.1141
0.382 1.1135
LOW 1.1113
0.618 1.1078
1.000 1.1057
1.618 1.1022
2.618 1.0965
4.250 1.0873
Fisher Pivots for day following 11-Aug-2023
Pivot 1 day 3 day
R1 1.1141 1.1162
PP 1.1134 1.1147
S1 1.1126 1.1133

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

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