CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 26-Oct-2023
Day Change Summary
Previous Current
25-Oct-2023 26-Oct-2023 Change Change % Previous Week
Open 1.0700 1.0662 -0.0039 -0.4% 1.0651
High 1.0708 1.0676 -0.0032 -0.3% 1.0721
Low 1.0684 1.0645 -0.0039 -0.4% 1.0651
Close 1.0684 1.0676 -0.0008 -0.1% 1.0711
Range 0.0024 0.0031 0.0007 29.2% 0.0070
ATR 0.0052 0.0051 -0.0001 -1.8% 0.0000
Volume 18 149 131 727.8% 516
Daily Pivots for day following 26-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0759 1.0748 1.0693
R3 1.0728 1.0717 1.0685
R2 1.0697 1.0697 1.0682
R1 1.0686 1.0686 1.0679 1.0692
PP 1.0666 1.0666 1.0666 1.0668
S1 1.0655 1.0655 1.0673 1.0661
S2 1.0635 1.0635 1.0670
S3 1.0604 1.0624 1.0667
S4 1.0573 1.0593 1.0659
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 1.0645 0.0155 1.5% 0.0046 0.4% 20% False True 112
10 1.0800 1.0632 0.0169 1.6% 0.0041 0.4% 26% False False 98
20 1.0800 1.0581 0.0219 2.1% 0.0039 0.4% 43% False False 116
40 1.1052 1.0581 0.0471 4.4% 0.0038 0.4% 20% False False 91
60 1.1213 1.0581 0.0632 5.9% 0.0036 0.3% 15% False False 83
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0808
2.618 1.0757
1.618 1.0726
1.000 1.0707
0.618 1.0695
HIGH 1.0676
0.618 1.0664
0.500 1.0661
0.382 1.0657
LOW 1.0645
0.618 1.0626
1.000 1.0614
1.618 1.0595
2.618 1.0564
4.250 1.0513
Fisher Pivots for day following 26-Oct-2023
Pivot 1 day 3 day
R1 1.0671 1.0723
PP 1.0666 1.0707
S1 1.0661 1.0692

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

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