CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 17-Aug-2023
Day Change Summary
Previous Current
16-Aug-2023 17-Aug-2023 Change Change % Previous Week
Open 1.1080 1.1031 -0.0050 -0.4% 1.1183
High 1.1081 1.1031 -0.0050 -0.5% 1.1211
Low 1.1045 1.1020 -0.0025 -0.2% 1.1113
Close 1.1045 1.1020 -0.0025 -0.2% 1.1119
Range 0.0036 0.0011 -0.0025 -70.4% 0.0098
ATR 0.0047 0.0046 -0.0002 -3.4% 0.0000
Volume 43 4 -39 -90.7% 173
Daily Pivots for day following 17-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1055 1.1048 1.1026
R3 1.1045 1.1038 1.1023
R2 1.1034 1.1034 1.1022
R1 1.1027 1.1027 1.1021 1.1025
PP 1.1024 1.1024 1.1024 1.1023
S1 1.1017 1.1017 1.1019 1.1015
S2 1.1013 1.1013 1.1018
S3 1.1003 1.1006 1.1017
S4 1.0992 1.0996 1.1014
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 1.1170 1.1020 0.0150 1.4% 0.0026 0.2% 0% False True 13
10 1.1213 1.1020 0.0193 1.7% 0.0033 0.3% 0% False True 23
20 1.1319 1.1020 0.0299 2.7% 0.0039 0.3% 0% False True 18
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1075
2.618 1.1058
1.618 1.1047
1.000 1.1041
0.618 1.1037
HIGH 1.1031
0.618 1.1026
0.500 1.1025
0.382 1.1024
LOW 1.1020
0.618 1.1014
1.000 1.1010
1.618 1.1003
2.618 1.0993
4.250 1.0975
Fisher Pivots for day following 17-Aug-2023
Pivot 1 day 3 day
R1 1.1025 1.1050
PP 1.1024 1.1040
S1 1.1022 1.1030

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

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