CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 22-Aug-2023
Day Change Summary
Previous Current
21-Aug-2023 22-Aug-2023 Change Change % Previous Week
Open 1.1045 1.1049 0.0004 0.0% 1.1096
High 1.1063 1.1051 -0.0012 -0.1% 1.1098
Low 1.1045 1.1017 -0.0028 -0.3% 1.1010
Close 1.1063 1.1017 -0.0046 -0.4% 1.1041
Range 0.0018 0.0034 0.0016 91.4% 0.0088
ATR 0.0044 0.0044 0.0000 0.3% 0.0000
Volume 13 78 65 500.0% 91
Daily Pivots for day following 22-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1129 1.1106 1.1035
R3 1.1095 1.1073 1.1026
R2 1.1062 1.1062 1.1023
R1 1.1039 1.1039 1.1020 1.1034
PP 1.1028 1.1028 1.1028 1.1025
S1 1.1006 1.1006 1.1014 1.1000
S2 1.0995 1.0995 1.1011
S3 1.0961 1.0972 1.1008
S4 1.0928 1.0939 1.0999
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% 0.0028 0.3% 10% False False 33
10 1.1211 1.1010 0.0201 1.8% 0.0029 0.3% 3% False False 30
20 1.1319 1.1010 0.0309 2.8% 0.0040 0.4% 2% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1193
2.618 1.1138
1.618 1.1105
1.000 1.1084
0.618 1.1071
HIGH 1.1051
0.618 1.1038
0.500 1.1034
0.382 1.1030
LOW 1.1017
0.618 1.0996
1.000 1.0984
1.618 1.0963
2.618 1.0929
4.250 1.0875
Fisher Pivots for day following 22-Aug-2023
Pivot 1 day 3 day
R1 1.1034 1.1036
PP 1.1028 1.1030
S1 1.1023 1.1023

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

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