CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 13-Nov-2023
Day Change Summary
Previous Current
10-Nov-2023 13-Nov-2023 Change Change % Previous Week
Open 1.0822 1.0856 0.0034 0.3% 1.0879
High 1.0842 1.0856 0.0015 0.1% 1.0879
Low 1.0811 1.0856 0.0045 0.4% 1.0811
Close 1.0835 1.0856 0.0022 0.2% 1.0835
Range 0.0031 0.0000 -0.0031 -100.0% 0.0068
ATR 0.0047 0.0045 -0.0002 -3.9% 0.0000
Volume 52 20 -32 -61.5% 139
Daily Pivots for day following 13-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.0856 1.0856 1.0856
R3 1.0856 1.0856 1.0856
R2 1.0856 1.0856 1.0856
R1 1.0856 1.0856 1.0856 1.0856
PP 1.0856 1.0856 1.0856 1.0856
S1 1.0856 1.0856 1.0856 1.0856
S2 1.0856 1.0856 1.0856
S3 1.0856 1.0856 1.0856
S4 1.0856 1.0856 1.0856
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 1.0860 1.0811 0.0049 0.5% 0.0018 0.2% 92% False False 31
10 1.0892 1.0704 0.0188 1.7% 0.0023 0.2% 81% False False 19
20 1.0892 1.0697 0.0195 1.8% 0.0028 0.3% 82% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0856
2.618 1.0856
1.618 1.0856
1.000 1.0856
0.618 1.0856
HIGH 1.0856
0.618 1.0856
0.500 1.0856
0.382 1.0856
LOW 1.0856
0.618 1.0856
1.000 1.0856
1.618 1.0856
2.618 1.0856
4.250 1.0856
Fisher Pivots for day following 13-Nov-2023
Pivot 1 day 3 day
R1 1.0856 1.0849
PP 1.0856 1.0841
S1 1.0856 1.0834

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

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