CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 25-Oct-2023
Day Change Summary
Previous Current
24-Oct-2023 25-Oct-2023 Change Change % Previous Week
Open 1.0800 1.0700 -0.0100 -0.9% 1.0651
High 1.0800 1.0708 -0.0093 -0.9% 1.0721
Low 1.0707 1.0684 -0.0024 -0.2% 1.0651
Close 1.0707 1.0684 -0.0024 -0.2% 1.0711
Range 0.0093 0.0024 -0.0069 -74.2% 0.0070
ATR 0.0054 0.0052 -0.0002 -4.0% 0.0000
Volume 70 18 -52 -74.3% 516
Daily Pivots for day following 25-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0764 1.0748 1.0697
R3 1.0740 1.0724 1.0690
R2 1.0716 1.0716 1.0688
R1 1.0700 1.0700 1.0686 1.0696
PP 1.0692 1.0692 1.0692 1.0690
S1 1.0676 1.0676 1.0681 1.0672
S2 1.0668 1.0668 1.0679
S3 1.0644 1.0652 1.0677
S4 1.0620 1.0628 1.0670
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 1.0684 0.0117 1.1% 0.0046 0.4% 0% False True 89
10 1.0800 1.0632 0.0169 1.6% 0.0047 0.4% 31% False False 98
20 1.0800 1.0581 0.0219 2.0% 0.0041 0.4% 47% False False 109
40 1.1083 1.0581 0.0502 4.7% 0.0039 0.4% 20% False False 92
60 1.1213 1.0581 0.0632 5.9% 0.0036 0.3% 16% False False 81
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0810
2.618 1.0770
1.618 1.0746
1.000 1.0732
0.618 1.0722
HIGH 1.0708
0.618 1.0698
0.500 1.0696
0.382 1.0693
LOW 1.0684
0.618 1.0669
1.000 1.0660
1.618 1.0645
2.618 1.0621
4.250 1.0582
Fisher Pivots for day following 25-Oct-2023
Pivot 1 day 3 day
R1 1.0696 1.0742
PP 1.0692 1.0722
S1 1.0688 1.0703

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.