CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 1.0780 1.0770 -0.0010 -0.1% 1.0800
High 1.0797 1.0791 -0.0007 -0.1% 1.0866
Low 1.0780 1.0766 -0.0014 -0.1% 1.0766
Close 1.0797 1.0782 -0.0015 -0.1% 1.0782
Range 0.0018 0.0025 0.0008 42.9% 0.0100
ATR 0.0045 0.0044 -0.0001 -2.1% 0.0000
Volume 2 150 148 7,400.0% 364
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.0854 1.0843 1.0796
R3 1.0829 1.0818 1.0789
R2 1.0804 1.0804 1.0787
R1 1.0793 1.0793 1.0784 1.0799
PP 1.0779 1.0779 1.0779 1.0782
S1 1.0768 1.0768 1.0780 1.0774
S2 1.0754 1.0754 1.0777
S3 1.0729 1.0743 1.0775
S4 1.0704 1.0718 1.0768
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1104 1.1043 1.0837
R3 1.1004 1.0943 1.0810
R2 1.0904 1.0904 1.0800
R1 1.0843 1.0843 1.0791 1.0824
PP 1.0804 1.0804 1.0804 1.0795
S1 1.0743 1.0743 1.0773 1.0724
S2 1.0704 1.0704 1.0764
S3 1.0604 1.0643 1.0755
S4 1.0504 1.0543 1.0727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0866 1.0766 0.0100 0.9% 0.0030 0.3% 17% False True 72
10 1.0909 1.0766 0.0144 1.3% 0.0032 0.3% 11% False True 51
20 1.1083 1.0766 0.0317 2.9% 0.0033 0.3% 5% False True 92
40 1.1226 1.0766 0.0461 4.3% 0.0034 0.3% 4% False True 60
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0897
2.618 1.0856
1.618 1.0831
1.000 1.0816
0.618 1.0806
HIGH 1.0791
0.618 1.0781
0.500 1.0778
0.382 1.0775
LOW 1.0766
0.618 1.0750
1.000 1.0741
1.618 1.0725
2.618 1.0700
4.250 1.0659
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 1.0781 1.0816
PP 1.0779 1.0804
S1 1.0778 1.0793

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

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