CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 28-Aug-2023
Day Change Summary
Previous Current
25-Aug-2023 28-Aug-2023 Change Change % Previous Week
Open 1.0948 1.0972 0.0024 0.2% 1.1045
High 1.0983 1.0979 -0.0004 0.0% 1.1063
Low 1.0938 1.0972 0.0034 0.3% 1.0938
Close 1.0977 1.0979 0.0002 0.0% 1.0977
Range 0.0045 0.0007 -0.0038 -84.4% 0.0125
ATR 0.0045 0.0042 -0.0003 -6.0% 0.0000
Volume 17 18 1 5.9% 237
Daily Pivots for day following 28-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.0997 1.0995 1.0982
R3 1.0990 1.0988 1.0980
R2 1.0983 1.0983 1.0980
R1 1.0981 1.0981 1.0979 1.0982
PP 1.0976 1.0976 1.0976 1.0977
S1 1.0974 1.0974 1.0978 1.0975
S2 1.0969 1.0969 1.0977
S3 1.0962 1.0967 1.0977
S4 1.0955 1.0960 1.0975
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 1.1051 1.0938 0.0113 1.0% 0.0035 0.3% 36% False False 48
10 1.1081 1.0938 0.0143 1.3% 0.0028 0.3% 29% False False 34
20 1.1213 1.0938 0.0275 2.5% 0.0030 0.3% 15% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1008
2.618 1.0997
1.618 1.0990
1.000 1.0986
0.618 1.0983
HIGH 1.0979
0.618 1.0976
0.500 1.0975
0.382 1.0974
LOW 1.0972
0.618 1.0967
1.000 1.0965
1.618 1.0960
2.618 1.0953
4.250 1.0942
Fisher Pivots for day following 28-Aug-2023
Pivot 1 day 3 day
R1 1.0977 1.0978
PP 1.0976 1.0977
S1 1.0975 1.0976

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

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