CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 11-Oct-2023
Day Change Summary
Previous Current
10-Oct-2023 11-Oct-2023 Change Change % Previous Week
Open 1.0703 1.0732 0.0030 0.3% 1.0650
High 1.0724 1.0750 0.0026 0.2% 1.0720
Low 1.0703 1.0727 0.0025 0.2% 1.0581
Close 1.0724 1.0731 0.0007 0.1% 1.0721
Range 0.0022 0.0023 0.0001 4.7% 0.0139
ATR 0.0051 0.0049 -0.0002 -3.5% 0.0000
Volume 151 300 149 98.7% 606
Daily Pivots for day following 11-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0803 1.0789 1.0743
R3 1.0781 1.0767 1.0737
R2 1.0758 1.0758 1.0735
R1 1.0744 1.0744 1.0733 1.0740
PP 1.0736 1.0736 1.0736 1.0734
S1 1.0722 1.0722 1.0728 1.0718
S2 1.0713 1.0713 1.0726
S3 1.0691 1.0699 1.0724
S4 1.0668 1.0677 1.0718
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 1.0750 1.0648 0.0102 0.9% 0.0033 0.3% 81% True False 148
10 1.0750 1.0581 0.0169 1.6% 0.0034 0.3% 89% True False 121
20 1.0876 1.0581 0.0295 2.7% 0.0037 0.3% 51% False False 96
40 1.1083 1.0581 0.0502 4.7% 0.0034 0.3% 30% False False 92
60 1.1408 1.0581 0.0827 7.7% 0.0037 0.3% 18% False False 68
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0845
2.618 1.0808
1.618 1.0786
1.000 1.0772
0.618 1.0763
HIGH 1.0750
0.618 1.0741
0.500 1.0738
0.382 1.0736
LOW 1.0727
0.618 1.0713
1.000 1.0705
1.618 1.0691
2.618 1.0668
4.250 1.0631
Fisher Pivots for day following 11-Oct-2023
Pivot 1 day 3 day
R1 1.0738 1.0723
PP 1.0736 1.0715
S1 1.0733 1.0707

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

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