CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 25-Aug-2023
Day Change Summary
Previous Current
24-Aug-2023 25-Aug-2023 Change Change % Previous Week
Open 1.1015 1.0948 -0.0067 -0.6% 1.1045
High 1.1015 1.0983 -0.0032 -0.3% 1.1063
Low 1.0977 1.0938 -0.0039 -0.4% 1.0938
Close 1.0977 1.0977 0.0000 0.0% 1.0977
Range 0.0038 0.0045 0.0007 18.4% 0.0125
ATR 0.0045 0.0045 0.0000 0.0% 0.0000
Volume 46 17 -29 -63.0% 237
Daily Pivots for day following 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1101 1.1084 1.1001
R3 1.1056 1.1039 1.0989
R2 1.1011 1.1011 1.0985
R1 1.0994 1.0994 1.0981 1.1002
PP 1.0966 1.0966 1.0966 1.0970
S1 1.0949 1.0949 1.0972 1.0957
S2 1.0921 1.0921 1.0968
S3 1.0876 1.0904 1.0964
S4 1.0831 1.0859 1.0952
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1367 1.1297 1.1045
R3 1.1242 1.1172 1.1011
R2 1.1117 1.1117 1.0999
R1 1.1047 1.1047 1.0988 1.1020
PP 1.0992 1.0992 1.0992 1.0979
S1 1.0922 1.0922 1.0965 1.0895
S2 1.0867 1.0867 1.0954
S3 1.0742 1.0797 1.0942
S4 1.0617 1.0672 1.0908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1063 1.0938 0.0125 1.1% 0.0037 0.3% 31% False True 47
10 1.1098 1.0938 0.0161 1.5% 0.0030 0.3% 24% False True 32
20 1.1213 1.0938 0.0275 2.5% 0.0031 0.3% 14% False True 27
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1174
2.618 1.1100
1.618 1.1055
1.000 1.1028
0.618 1.1010
HIGH 1.0983
0.618 1.0965
0.500 1.0960
0.382 1.0955
LOW 1.0938
0.618 1.0910
1.000 1.0893
1.618 1.0865
2.618 1.0820
4.250 1.0746
Fisher Pivots for day following 25-Aug-2023
Pivot 1 day 3 day
R1 1.0971 1.0982
PP 1.0966 1.0980
S1 1.0960 1.0978

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

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