CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary
Previous Current
23-Oct-2023 24-Oct-2023 Change Change % Previous Week
Open 1.0743 1.0800 0.0058 0.5% 1.0651
High 1.0794 1.0800 0.0007 0.1% 1.0721
Low 1.0743 1.0707 -0.0036 -0.3% 1.0651
Close 1.0794 1.0707 -0.0087 -0.8% 1.0711
Range 0.0051 0.0093 0.0042 82.4% 0.0070
ATR 0.0051 0.0054 0.0003 5.9% 0.0000
Volume 62 70 8 12.9% 516
Daily Pivots for day following 24-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1017 1.0955 1.0758
R3 1.0924 1.0862 1.0733
R2 1.0831 1.0831 1.0724
R1 1.0769 1.0769 1.0716 1.0754
PP 1.0738 1.0738 1.0738 1.0730
S1 1.0676 1.0676 1.0698 1.0661
S2 1.0645 1.0645 1.0690
S3 1.0552 1.0583 1.0681
S4 1.0459 1.0490 1.0656
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 1.0800 1.0658 0.0142 1.3% 0.0050 0.5% 35% True False 94
10 1.0800 1.0632 0.0169 1.6% 0.0047 0.4% 45% True False 127
20 1.0800 1.0581 0.0219 2.0% 0.0041 0.4% 58% True False 116
40 1.1083 1.0581 0.0502 4.7% 0.0038 0.4% 25% False False 108
60 1.1213 1.0581 0.0632 5.9% 0.0036 0.3% 20% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1195
2.618 1.1043
1.618 1.0950
1.000 1.0893
0.618 1.0857
HIGH 1.0800
0.618 1.0764
0.500 1.0754
0.382 1.0743
LOW 1.0707
0.618 1.0650
1.000 1.0614
1.618 1.0557
2.618 1.0464
4.250 1.0312
Fisher Pivots for day following 24-Oct-2023
Pivot 1 day 3 day
R1 1.0754 1.0742
PP 1.0738 1.0731
S1 1.0723 1.0719

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

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