CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 14-Nov-2023
Day Change Summary
Previous Current
13-Nov-2023 14-Nov-2023 Change Change % Previous Week
Open 1.0856 1.0882 0.0026 0.2% 1.0879
High 1.0856 1.1031 0.0175 1.6% 1.0879
Low 1.0856 1.0843 -0.0014 -0.1% 1.0811
Close 1.0856 1.1031 0.0175 1.6% 1.0835
Range 0.0000 0.0189 0.0189 0.0068
ATR 0.0045 0.0055 0.0010 22.8% 0.0000
Volume 20 10 -10 -50.0% 139
Daily Pivots for day following 14-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1534 1.1471 1.1135
R3 1.1345 1.1282 1.1083
R2 1.1157 1.1157 1.1066
R1 1.1094 1.1094 1.1048 1.1125
PP 1.0968 1.0968 1.0968 1.0984
S1 1.0905 1.0905 1.1014 1.0937
S2 1.0780 1.0780 1.0996
S3 1.0591 1.0717 1.0979
S4 1.0403 1.0528 1.0927
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 1.1031 1.0811 0.0220 2.0% 0.0055 0.5% 100% True False 28
10 1.1031 1.0704 0.0327 3.0% 0.0042 0.4% 100% True False 20
20 1.1031 1.0697 0.0334 3.0% 0.0035 0.3% 100% True False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.1832
2.618 1.1524
1.618 1.1336
1.000 1.1220
0.618 1.1147
HIGH 1.1031
0.618 1.0959
0.500 1.0937
0.382 1.0915
LOW 1.0843
0.618 1.0726
1.000 1.0654
1.618 1.0538
2.618 1.0349
4.250 1.0041
Fisher Pivots for day following 14-Nov-2023
Pivot 1 day 3 day
R1 1.1000 1.0994
PP 1.0968 1.0958
S1 1.0937 1.0921

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

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