CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 18-Aug-2023
Day Change Summary
Previous Current
17-Aug-2023 18-Aug-2023 Change Change % Previous Week
Open 1.1031 1.1020 -0.0011 -0.1% 1.1096
High 1.1031 1.1053 0.0023 0.2% 1.1098
Low 1.1020 1.1010 -0.0010 -0.1% 1.1010
Close 1.1020 1.1041 0.0021 0.2% 1.1041
Range 0.0011 0.0043 0.0033 309.5% 0.0088
ATR 0.0046 0.0045 0.0000 -0.4% 0.0000
Volume 4 30 26 650.0% 91
Daily Pivots for day following 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1164 1.1145 1.1064
R3 1.1121 1.1102 1.1052
R2 1.1078 1.1078 1.1048
R1 1.1059 1.1059 1.1044 1.1068
PP 1.1035 1.1035 1.1035 1.1039
S1 1.1016 1.1016 1.1037 1.1025
S2 1.0992 1.0992 1.1033
S3 1.0949 1.0973 1.1029
S4 1.0906 1.0930 1.1017
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1314 1.1265 1.1089
R3 1.1226 1.1177 1.1065
R2 1.1138 1.1138 1.1057
R1 1.1089 1.1089 1.1049 1.1069
PP 1.1050 1.1050 1.1050 1.1040
S1 1.1001 1.1001 1.1032 1.0981
S2 1.0962 1.0962 1.1024
S3 1.0874 1.0913 1.1016
S4 1.0786 1.0825 1.0992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1098 1.1010 0.0088 0.8% 0.0023 0.2% 35% False True 18
10 1.1211 1.1010 0.0201 1.8% 0.0027 0.2% 15% False True 26
20 1.1319 1.1010 0.0309 2.8% 0.0039 0.4% 10% False True 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
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 1.1236
2.618 1.1166
1.618 1.1123
1.000 1.1096
0.618 1.1080
HIGH 1.1053
0.618 1.1037
0.500 1.1032
0.382 1.1026
LOW 1.1010
0.618 1.0983
1.000 1.0967
1.618 1.0940
2.618 1.0897
4.250 1.0827
Fisher Pivots for day following 18-Aug-2023
Pivot 1 day 3 day
R1 1.1038 1.1045
PP 1.1035 1.1044
S1 1.1032 1.1042

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

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