CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 01-Feb-2024
Day Change Summary
Previous Current
31-Jan-2024 01-Feb-2024 Change Change % Previous Week
Open 1.0903 1.0872 -0.0031 -0.3% 1.0960
High 1.0946 1.0936 -0.0011 -0.1% 1.0995
Low 1.0853 1.0841 -0.0012 -0.1% 1.0875
Close 1.0902 1.0933 0.0032 0.3% 1.0920
Range 0.0093 0.0095 0.0002 1.6% 0.0120
ATR 0.0065 0.0067 0.0002 3.3% 0.0000
Volume 1,993 1,045 -948 -47.6% 3,450
Daily Pivots for day following 01-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1187 1.1154 1.0985
R3 1.1092 1.1060 1.0959
R2 1.0998 1.0998 1.0950
R1 1.0965 1.0965 1.0942 1.0982
PP 1.0903 1.0903 1.0903 1.0911
S1 1.0871 1.0871 1.0924 1.0887
S2 1.0809 1.0809 1.0916
S3 1.0714 1.0776 1.0907
S4 1.0620 1.0682 1.0881
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1288 1.1224 1.0986
R3 1.1169 1.1104 1.0953
R2 1.1049 1.1049 1.0942
R1 1.0985 1.0985 1.0931 1.0957
PP 1.0930 1.0930 1.0930 1.0916
S1 1.0865 1.0865 1.0909 1.0838
S2 1.0810 1.0810 1.0898
S3 1.0691 1.0746 1.0887
S4 1.0571 1.0626 1.0854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0948 1.0841 0.0107 1.0% 0.0069 0.6% 86% False True 1,043
10 1.0995 1.0841 0.0154 1.4% 0.0065 0.6% 60% False True 840
20 1.1080 1.0841 0.0239 2.2% 0.0064 0.6% 38% False True 862
40 1.1209 1.0830 0.0380 3.5% 0.0063 0.6% 27% False False 615
60 1.1209 1.0764 0.0445 4.1% 0.0059 0.5% 38% False False 444
80 1.1209 1.0632 0.0578 5.3% 0.0056 0.5% 52% False False 366
100 1.1209 1.0581 0.0628 5.7% 0.0052 0.5% 56% False False 308
120 1.1209 1.0581 0.0628 5.7% 0.0049 0.4% 56% False False 270
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 0.0020
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1337
2.618 1.1183
1.618 1.1088
1.000 1.1030
0.618 1.0994
HIGH 1.0936
0.618 1.0899
0.500 1.0888
0.382 1.0877
LOW 1.0841
0.618 1.0783
1.000 1.0747
1.618 1.0688
2.618 1.0594
4.250 1.0439
Fisher Pivots for day following 01-Feb-2024
Pivot 1 day 3 day
R1 1.0918 1.0920
PP 1.0903 1.0907
S1 1.0888 1.0894

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

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