CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 1.0876 1.0899 0.0023 0.2% 1.0910
High 1.0876 1.0900 0.0024 0.2% 1.0910
Low 1.0852 1.0898 0.0046 0.4% 1.0851
Close 1.0852 1.0898 0.0046 0.4% 1.0852
Range 0.0024 0.0002 -0.0022 -91.7% 0.0059
ATR 0.0047 0.0047 0.0000 0.2% 0.0000
Volume 1 2 1 100.0% 467
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.0905 1.0903 1.0899
R3 1.0903 1.0901 1.0899
R2 1.0901 1.0901 1.0898
R1 1.0899 1.0899 1.0898 1.0899
PP 1.0899 1.0899 1.0899 1.0899
S1 1.0897 1.0897 1.0898 1.0897
S2 1.0897 1.0897 1.0898
S3 1.0895 1.0895 1.0897
S4 1.0893 1.0893 1.0897
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 1.0910 1.0851 0.0059 0.5% 0.0017 0.2% 80% False False 93
10 1.1083 1.0851 0.0232 2.1% 0.0030 0.3% 20% False False 133
20 1.1098 1.0851 0.0247 2.3% 0.0030 0.3% 19% False False 83
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0909
2.618 1.0905
1.618 1.0903
1.000 1.0902
0.618 1.0901
HIGH 1.0900
0.618 1.0899
0.500 1.0899
0.382 1.0899
LOW 1.0898
0.618 1.0897
1.000 1.0896
1.618 1.0895
2.618 1.0893
4.250 1.0890
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 1.0899 1.0891
PP 1.0899 1.0883
S1 1.0898 1.0876

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

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