CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 08-Sep-2023
Day Change Summary
Previous Current
07-Sep-2023 08-Sep-2023 Change Change % Previous Week
Open 1.0856 1.0876 0.0020 0.2% 1.0910
High 1.0856 1.0876 0.0020 0.2% 1.0910
Low 1.0851 1.0852 0.0001 0.0% 1.0851
Close 1.0851 1.0852 0.0001 0.0% 1.0852
Range 0.0005 0.0024 0.0019 380.0% 0.0059
ATR 0.0048 0.0047 -0.0002 -3.4% 0.0000
Volume 31 1 -30 -96.8% 467
Daily Pivots for day following 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.0932 1.0916 1.0865
R3 1.0908 1.0892 1.0859
R2 1.0884 1.0884 1.0856
R1 1.0868 1.0868 1.0854 1.0864
PP 1.0860 1.0860 1.0860 1.0858
S1 1.0844 1.0844 1.0850 1.0840
S2 1.0836 1.0836 1.0848
S3 1.0812 1.0820 1.0845
S4 1.0788 1.0796 1.0839
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1046 1.1008 1.0884
R3 1.0988 1.0949 1.0868
R2 1.0929 1.0929 1.0863
R1 1.0891 1.0891 1.0857 1.0881
PP 1.0871 1.0871 1.0871 1.0866
S1 1.0832 1.0832 1.0847 1.0822
S2 1.0812 1.0812 1.0841
S3 1.0754 1.0774 1.0836
S4 1.0695 1.0715 1.0820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1039 1.0851 0.0188 1.7% 0.0038 0.3% 1% False False 94
10 1.1083 1.0851 0.0232 2.1% 0.0035 0.3% 0% False False 134
20 1.1170 1.0851 0.0319 2.9% 0.0033 0.3% 0% False False 83
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0978
2.618 1.0939
1.618 1.0915
1.000 1.0900
0.618 1.0891
HIGH 1.0876
0.618 1.0867
0.500 1.0864
0.382 1.0861
LOW 1.0852
0.618 1.0837
1.000 1.0828
1.618 1.0813
2.618 1.0789
4.250 1.0750
Fisher Pivots for day following 08-Sep-2023
Pivot 1 day 3 day
R1 1.0864 1.0878
PP 1.0860 1.0869
S1 1.0856 1.0861

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

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