CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 07-Nov-2023
Day Change Summary
Previous Current
06-Nov-2023 07-Nov-2023 Change Change % Previous Week
Open 1.0879 1.0854 -0.0026 -0.2% 1.0725
High 1.0879 1.0854 -0.0026 -0.2% 1.0892
Low 1.0879 1.0850 -0.0029 -0.3% 1.0704
Close 1.0879 1.0850 -0.0029 -0.3% 1.0890
Range 0.0000 0.0004 0.0004 0.0188
ATR 0.0053 0.0051 -0.0002 -3.2% 0.0000
Volume 0 26 26 125
Daily Pivots for day following 07-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.0862 1.0859 1.0852
R3 1.0858 1.0856 1.0851
R2 1.0855 1.0855 1.0851
R1 1.0852 1.0852 1.0850 1.0852
PP 1.0851 1.0851 1.0851 1.0851
S1 1.0849 1.0849 1.0850 1.0848
S2 1.0848 1.0848 1.0849
S3 1.0844 1.0845 1.0849
S4 1.0841 1.0842 1.0848
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1393 1.1329 1.0993
R3 1.1205 1.1141 1.0941
R2 1.1017 1.1017 1.0924
R1 1.0953 1.0953 1.0907 1.0985
PP 1.0829 1.0829 1.0829 1.0844
S1 1.0765 1.0765 1.0872 1.0797
S2 1.0641 1.0641 1.0855
S3 1.0453 1.0577 1.0838
S4 1.0265 1.0389 1.0786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0892 1.0704 0.0188 1.7% 0.0029 0.3% 78% False False 12
10 1.0892 1.0697 0.0195 1.8% 0.0027 0.2% 78% False False 37
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0868
2.618 1.0863
1.618 1.0859
1.000 1.0857
0.618 1.0856
HIGH 1.0854
0.618 1.0852
0.500 1.0852
0.382 1.0851
LOW 1.0850
0.618 1.0848
1.000 1.0847
1.618 1.0844
2.618 1.0841
4.250 1.0835
Fisher Pivots for day following 07-Nov-2023
Pivot 1 day 3 day
R1 1.0852 1.0845
PP 1.0851 1.0840
S1 1.0851 1.0834

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

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