CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 13-Oct-2023
Day Change Summary
Previous Current
12-Oct-2023 13-Oct-2023 Change Change % Previous Week
Open 1.0746 1.0670 -0.0076 -0.7% 1.0666
High 1.0746 1.0681 -0.0065 -0.6% 1.0750
Low 1.0650 1.0632 -0.0019 -0.2% 1.0632
Close 1.0650 1.0635 -0.0016 -0.1% 1.0635
Range 0.0096 0.0049 -0.0047 -48.7% 0.0118
ATR 0.0052 0.0052 0.0000 -0.4% 0.0000
Volume 152 170 18 11.8% 904
Daily Pivots for day following 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0796 1.0764 1.0661
R3 1.0747 1.0715 1.0648
R2 1.0698 1.0698 1.0643
R1 1.0666 1.0666 1.0639 1.0658
PP 1.0649 1.0649 1.0649 1.0645
S1 1.0617 1.0617 1.0630 1.0609
S2 1.0600 1.0600 1.0626
S3 1.0551 1.0568 1.0621
S4 1.0502 1.0519 1.0608
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1026 1.0948 1.0699
R3 1.0908 1.0830 1.0667
R2 1.0790 1.0790 1.0656
R1 1.0712 1.0712 1.0645 1.0692
PP 1.0672 1.0672 1.0672 1.0662
S1 1.0594 1.0594 1.0624 1.0574
S2 1.0554 1.0554 1.0613
S3 1.0436 1.0476 1.0602
S4 1.0318 1.0358 1.0570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0750 1.0632 0.0118 1.1% 0.0043 0.4% 3% False True 180
10 1.0750 1.0581 0.0169 1.6% 0.0037 0.4% 32% False False 151
20 1.0866 1.0581 0.0285 2.7% 0.0038 0.4% 19% False False 111
40 1.1083 1.0581 0.0502 4.7% 0.0037 0.3% 11% False False 99
60 1.1319 1.0581 0.0738 6.9% 0.0037 0.4% 7% False False 72
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0889
2.618 1.0809
1.618 1.0760
1.000 1.0730
0.618 1.0711
HIGH 1.0681
0.618 1.0662
0.500 1.0656
0.382 1.0650
LOW 1.0632
0.618 1.0601
1.000 1.0583
1.618 1.0552
2.618 1.0503
4.250 1.0423
Fisher Pivots for day following 13-Oct-2023
Pivot 1 day 3 day
R1 1.0656 1.0691
PP 1.0649 1.0672
S1 1.0642 1.0653

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

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