CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 1.1020 1.1045 0.0026 0.2% 1.1096
High 1.1053 1.1063 0.0010 0.1% 1.1098
Low 1.1010 1.1045 0.0035 0.3% 1.1010
Close 1.1041 1.1063 0.0022 0.2% 1.1041
Range 0.0043 0.0018 -0.0026 -59.3% 0.0088
ATR 0.0045 0.0044 -0.0002 -3.7% 0.0000
Volume 30 13 -17 -56.7% 91
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1109 1.1103 1.1072
R3 1.1092 1.1086 1.1067
R2 1.1074 1.1074 1.1066
R1 1.1068 1.1068 1.1064 1.1071
PP 1.1057 1.1057 1.1057 1.1058
S1 1.1051 1.1051 1.1061 1.1054
S2 1.1039 1.1039 1.1059
S3 1.1022 1.1033 1.1058
S4 1.1004 1.1016 1.1053
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 1.1081 1.1010 0.0071 0.6% 0.0021 0.2% 74% False False 20
10 1.1211 1.1010 0.0201 1.8% 0.0027 0.2% 26% False False 26
20 1.1319 1.1010 0.0309 2.8% 0.0039 0.4% 17% False False 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 True
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 1.1137
2.618 1.1108
1.618 1.1091
1.000 1.1080
0.618 1.1073
HIGH 1.1063
0.618 1.1056
0.500 1.1054
0.382 1.1052
LOW 1.1045
0.618 1.1034
1.000 1.1028
1.618 1.1017
2.618 1.0999
4.250 1.0971
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 1.1060 1.1054
PP 1.1057 1.1045
S1 1.1054 1.1036

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

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