CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 14-Aug-2023
Day Change Summary
Previous Current
11-Aug-2023 14-Aug-2023 Change Change % Previous Week
Open 1.1145 1.1096 -0.0049 -0.4% 1.1183
High 1.1170 1.1098 -0.0072 -0.6% 1.1211
Low 1.1113 1.1071 -0.0042 -0.4% 1.1113
Close 1.1119 1.1071 -0.0048 -0.4% 1.1119
Range 0.0057 0.0027 -0.0030 -52.2% 0.0098
ATR 0.0052 0.0051 0.0000 -0.6% 0.0000
Volume 5 4 -1 -20.0% 173
Daily Pivots for day following 14-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1161 1.1143 1.1086
R3 1.1134 1.1116 1.1078
R2 1.1107 1.1107 1.1076
R1 1.1089 1.1089 1.1073 1.1085
PP 1.1080 1.1080 1.1080 1.1078
S1 1.1062 1.1062 1.1069 1.1058
S2 1.1053 1.1053 1.1066
S3 1.1026 1.1035 1.1064
S4 1.0999 1.1008 1.1056
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 1.1071 0.0140 1.3% 0.0034 0.3% 0% False True 33
10 1.1213 1.1071 0.0142 1.3% 0.0032 0.3% 0% False True 19
20 1.1408 1.1071 0.0337 3.0% 0.0042 0.4% 0% False True 19
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1213
2.618 1.1169
1.618 1.1142
1.000 1.1125
0.618 1.1115
HIGH 1.1098
0.618 1.1088
0.500 1.1085
0.382 1.1081
LOW 1.1071
0.618 1.1054
1.000 1.1044
1.618 1.1027
2.618 1.1000
4.250 1.0956
Fisher Pivots for day following 14-Aug-2023
Pivot 1 day 3 day
R1 1.1085 1.1141
PP 1.1080 1.1118
S1 1.1076 1.1094

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

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