CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 1.0711 1.0743 0.0032 0.3% 1.0651
High 1.0717 1.0794 0.0077 0.7% 1.0721
Low 1.0685 1.0743 0.0058 0.5% 1.0651
Close 1.0711 1.0794 0.0083 0.8% 1.0711
Range 0.0033 0.0051 0.0019 56.9% 0.0070
ATR 0.0049 0.0051 0.0002 5.0% 0.0000
Volume 265 62 -203 -76.6% 516
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0930 1.0913 1.0822
R3 1.0879 1.0862 1.0808
R2 1.0828 1.0828 1.0803
R1 1.0811 1.0811 1.0798 1.0819
PP 1.0777 1.0777 1.0777 1.0781
S1 1.0760 1.0760 1.0789 1.0768
S2 1.0726 1.0726 1.0784
S3 1.0675 1.0709 1.0779
S4 1.0624 1.0658 1.0765
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0904 1.0878 1.0750
R3 1.0834 1.0808 1.0730
R2 1.0764 1.0764 1.0724
R1 1.0738 1.0738 1.0717 1.0751
PP 1.0694 1.0694 1.0694 1.0701
S1 1.0668 1.0668 1.0705 1.0681
S2 1.0624 1.0624 1.0698
S3 1.0554 1.0598 1.0692
S4 1.0484 1.0528 1.0673
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0794 1.0658 0.0136 1.3% 0.0036 0.3% 100% True False 82
10 1.0794 1.0632 0.0162 1.5% 0.0040 0.4% 100% True False 135
20 1.0794 1.0581 0.0213 2.0% 0.0038 0.4% 100% True False 116
40 1.1083 1.0581 0.0502 4.6% 0.0036 0.3% 42% False False 107
60 1.1213 1.0581 0.0632 5.9% 0.0035 0.3% 34% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1010
2.618 1.0927
1.618 1.0876
1.000 1.0845
0.618 1.0825
HIGH 1.0794
0.618 1.0774
0.500 1.0768
0.382 1.0762
LOW 1.0743
0.618 1.0711
1.000 1.0692
1.618 1.0660
2.618 1.0609
4.250 1.0526
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 1.0785 1.0775
PP 1.0777 1.0757
S1 1.0768 1.0739

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

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