CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 09-Nov-2023
Day Change Summary
Previous Current
08-Nov-2023 09-Nov-2023 Change Change % Previous Week
Open 1.0840 1.0843 0.0003 0.0% 1.0725
High 1.0860 1.0856 -0.0005 0.0% 1.0892
Low 1.0840 1.0822 -0.0018 -0.2% 1.0704
Close 1.0855 1.0822 -0.0033 -0.3% 1.0890
Range 0.0021 0.0034 0.0013 63.4% 0.0188
ATR 0.0049 0.0048 -0.0001 -2.3% 0.0000
Volume 8 53 45 562.5% 125
Daily Pivots for day following 09-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.0934 1.0911 1.0840
R3 1.0900 1.0878 1.0831
R2 1.0867 1.0867 1.0828
R1 1.0844 1.0844 1.0825 1.0839
PP 1.0833 1.0833 1.0833 1.0830
S1 1.0811 1.0811 1.0819 1.0805
S2 1.0800 1.0800 1.0816
S3 1.0766 1.0777 1.0813
S4 1.0733 1.0744 1.0804
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 1.0777 0.0116 1.1% 0.0035 0.3% 39% False False 23
10 1.0892 1.0699 0.0194 1.8% 0.0030 0.3% 64% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0998
2.618 1.0943
1.618 1.0910
1.000 1.0889
0.618 1.0876
HIGH 1.0856
0.618 1.0843
0.500 1.0839
0.382 1.0835
LOW 1.0822
0.618 1.0801
1.000 1.0789
1.618 1.0768
2.618 1.0734
4.250 1.0680
Fisher Pivots for day following 09-Nov-2023
Pivot 1 day 3 day
R1 1.0839 1.0841
PP 1.0833 1.0835
S1 1.0828 1.0828

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

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