CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 10-Nov-2023
Day Change Summary
Previous Current
09-Nov-2023 10-Nov-2023 Change Change % Previous Week
Open 1.0843 1.0822 -0.0021 -0.2% 1.0879
High 1.0856 1.0842 -0.0014 -0.1% 1.0879
Low 1.0822 1.0811 -0.0011 -0.1% 1.0811
Close 1.0822 1.0835 0.0013 0.1% 1.0835
Range 0.0034 0.0031 -0.0003 -9.0% 0.0068
ATR 0.0048 0.0047 -0.0001 -2.6% 0.0000
Volume 53 52 -1 -1.9% 139
Daily Pivots for day following 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.0921 1.0908 1.0851
R3 1.0890 1.0878 1.0843
R2 1.0860 1.0860 1.0840
R1 1.0847 1.0847 1.0837 1.0853
PP 1.0829 1.0829 1.0829 1.0832
S1 1.0817 1.0817 1.0832 1.0823
S2 1.0799 1.0799 1.0829
S3 1.0768 1.0786 1.0826
S4 1.0738 1.0756 1.0818
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1046 1.1008 1.0872
R3 1.0978 1.0940 1.0853
R2 1.0910 1.0910 1.0847
R1 1.0872 1.0872 1.0841 1.0857
PP 1.0842 1.0842 1.0842 1.0834
S1 1.0804 1.0804 1.0828 1.0789
S2 1.0774 1.0774 1.0822
S3 1.0706 1.0736 1.0816
S4 1.0638 1.0668 1.0797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0879 1.0811 0.0068 0.6% 0.0018 0.2% 35% False True 27
10 1.0892 1.0704 0.0188 1.7% 0.0030 0.3% 69% False False 26
20 1.0892 1.0697 0.0195 1.8% 0.0028 0.3% 71% False False 88
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0971
2.618 1.0921
1.618 1.0891
1.000 1.0872
0.618 1.0860
HIGH 1.0842
0.618 1.0830
0.500 1.0826
0.382 1.0823
LOW 1.0811
0.618 1.0792
1.000 1.0781
1.618 1.0762
2.618 1.0731
4.250 1.0681
Fisher Pivots for day following 10-Nov-2023
Pivot 1 day 3 day
R1 1.0832 1.0836
PP 1.0829 1.0835
S1 1.0826 1.0835

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

View Archives - Comment on this page... - Back to Index of Symbols