CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 1.0662 1.0684 0.0022 0.2% 1.0743
High 1.0676 1.0685 0.0009 0.1% 1.0800
Low 1.0645 1.0652 0.0007 0.1% 1.0645
Close 1.0676 1.0684 0.0008 0.1% 1.0684
Range 0.0031 0.0033 0.0002 6.5% 0.0155
ATR 0.0051 0.0050 -0.0001 -2.5% 0.0000
Volume 149 140 -9 -6.0% 439
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0772 1.0761 1.0702
R3 1.0739 1.0728 1.0693
R2 1.0706 1.0706 1.0690
R1 1.0695 1.0695 1.0687 1.0700
PP 1.0673 1.0673 1.0673 1.0676
S1 1.0662 1.0662 1.0680 1.0667
S2 1.0640 1.0640 1.0677
S3 1.0607 1.0629 1.0674
S4 1.0574 1.0596 1.0665
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1175 1.1084 1.0769
R3 1.1020 1.0929 1.0726
R2 1.0865 1.0865 1.0712
R1 1.0774 1.0774 1.0698 1.0742
PP 1.0710 1.0710 1.0710 1.0693
S1 1.0619 1.0619 1.0669 1.0587
S2 1.0555 1.0555 1.0655
S3 1.0400 1.0464 1.0641
S4 1.0245 1.0309 1.0598
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% 25% False False 87
10 1.0800 1.0645 0.0155 1.5% 0.0039 0.4% 25% False False 95
20 1.0800 1.0581 0.0219 2.0% 0.0038 0.4% 47% False False 123
40 1.1039 1.0581 0.0458 4.3% 0.0038 0.4% 22% False False 95
60 1.1213 1.0581 0.0632 5.9% 0.0036 0.3% 16% False False 86
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0825
2.618 1.0771
1.618 1.0738
1.000 1.0718
0.618 1.0705
HIGH 1.0685
0.618 1.0672
0.500 1.0668
0.382 1.0664
LOW 1.0652
0.618 1.0631
1.000 1.0619
1.618 1.0598
2.618 1.0565
4.250 1.0511
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 1.0678 1.0681
PP 1.0673 1.0679
S1 1.0668 1.0676

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

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