CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 31-Oct-2023
Day Change Summary
Previous Current
30-Oct-2023 31-Oct-2023 Change Change % Previous Week
Open 1.0725 1.0749 0.0024 0.2% 1.0778
High 1.0783 1.0749 -0.0035 -0.3% 1.0839
Low 1.0719 1.0749 0.0030 0.3% 1.0697
Close 1.0783 1.0749 -0.0035 -0.3% 1.0730
Range 0.0064 0.0000 -0.0064 -100.0% 0.0142
ATR
Volume 89 1 -88 -98.9% 390
Daily Pivots for day following 31-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0749 1.0749 1.0749
R3 1.0749 1.0749 1.0749
R2 1.0749 1.0749 1.0749
R1 1.0749 1.0749 1.0749 1.0749
PP 1.0749 1.0749 1.0749 1.0749
S1 1.0749 1.0749 1.0749 1.0749
S2 1.0749 1.0749 1.0749
S3 1.0749 1.0749 1.0749
S4 1.0749 1.0749 1.0749
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1180 1.1096 1.0808
R3 1.1038 1.0955 1.0769
R2 1.0897 1.0897 1.0756
R1 1.0813 1.0813 1.0743 1.0784
PP 1.0755 1.0755 1.0755 1.0741
S1 1.0672 1.0672 1.0717 1.0643
S2 1.0614 1.0614 1.0704
S3 1.0472 1.0530 1.0691
S4 1.0331 1.0389 1.0652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0783 1.0697 0.0086 0.8% 0.0024 0.2% 60% False False 62
10 1.0839 1.0697 0.0142 1.3% 0.0029 0.3% 36% False False 92
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0749
2.618 1.0749
1.618 1.0749
1.000 1.0749
0.618 1.0749
HIGH 1.0749
0.618 1.0749
0.500 1.0749
0.382 1.0749
LOW 1.0749
0.618 1.0749
1.000 1.0749
1.618 1.0749
2.618 1.0749
4.250 1.0749
Fisher Pivots for day following 31-Oct-2023
Pivot 1 day 3 day
R1 1.0749 1.0746
PP 1.0749 1.0743
S1 1.0749 1.0741

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

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