CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 10-Oct-2023
Day Change Summary
Previous Current
09-Oct-2023 10-Oct-2023 Change Change % Previous Week
Open 1.0666 1.0703 0.0037 0.3% 1.0650
High 1.0690 1.0724 0.0035 0.3% 1.0720
Low 1.0664 1.0703 0.0039 0.4% 1.0581
Close 1.0690 1.0724 0.0035 0.3% 1.0721
Range 0.0026 0.0022 -0.0004 -15.7% 0.0139
ATR 0.0052 0.0051 -0.0001 -2.4% 0.0000
Volume 131 151 20 15.3% 606
Daily Pivots for day following 10-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0781 1.0774 1.0736
R3 1.0760 1.0753 1.0730
R2 1.0738 1.0738 1.0728
R1 1.0731 1.0731 1.0726 1.0735
PP 1.0717 1.0717 1.0717 1.0719
S1 1.0710 1.0710 1.0722 1.0713
S2 1.0695 1.0695 1.0720
S3 1.0674 1.0688 1.0718
S4 1.0652 1.0667 1.0712
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1089 1.1044 1.0797
R3 1.0951 1.0905 1.0759
R2 1.0812 1.0812 1.0746
R1 1.0767 1.0767 1.0734 1.0790
PP 1.0674 1.0674 1.0674 1.0685
S1 1.0628 1.0628 1.0708 1.0651
S2 1.0535 1.0535 1.0696
S3 1.0397 1.0490 1.0683
S4 1.0258 1.0351 1.0645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0724 1.0630 0.0094 0.9% 0.0031 0.3% 100% True False 147
10 1.0748 1.0581 0.0167 1.6% 0.0035 0.3% 86% False False 105
20 1.0886 1.0581 0.0305 2.8% 0.0036 0.3% 47% False False 81
40 1.1083 1.0581 0.0502 4.7% 0.0034 0.3% 29% False False 85
60 1.1408 1.0581 0.0827 7.7% 0.0037 0.3% 17% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0815
2.618 1.0780
1.618 1.0759
1.000 1.0746
0.618 1.0737
HIGH 1.0724
0.618 1.0716
0.500 1.0713
0.382 1.0711
LOW 1.0703
0.618 1.0689
1.000 1.0681
1.618 1.0668
2.618 1.0646
4.250 1.0611
Fisher Pivots for day following 10-Oct-2023
Pivot 1 day 3 day
R1 1.0720 1.0711
PP 1.0717 1.0699
S1 1.0713 1.0686

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

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