CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 16-Nov-2023
Day Change Summary
Previous Current
15-Nov-2023 16-Nov-2023 Change Change % Previous Week
Open 1.1031 1.1004 -0.0027 -0.2% 1.0879
High 1.1031 1.1004 -0.0027 -0.2% 1.0879
Low 1.0997 1.1004 0.0007 0.1% 1.0811
Close 1.0998 1.1004 0.0006 0.1% 1.0835
Range 0.0034 0.0000 -0.0034 -100.0% 0.0068
ATR 0.0054 0.0050 -0.0003 -6.3% 0.0000
Volume 27 0 -27 -100.0% 139
Daily Pivots for day following 16-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1004 1.1004 1.1004
R3 1.1004 1.1004 1.1004
R2 1.1004 1.1004 1.1004
R1 1.1004 1.1004 1.1004 1.1004
PP 1.1004 1.1004 1.1004 1.1004
S1 1.1004 1.1004 1.1004 1.1004
S2 1.1004 1.1004 1.1004
S3 1.1004 1.1004 1.1004
S4 1.1004 1.1004 1.1004
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% 0.0051 0.5% 88% False False 21
10 1.1031 1.0777 0.0255 2.3% 0.0043 0.4% 89% False False 22
20 1.1031 1.0697 0.0334 3.0% 0.0035 0.3% 92% False False 52
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1004
2.618 1.1004
1.618 1.1004
1.000 1.1004
0.618 1.1004
HIGH 1.1004
0.618 1.1004
0.500 1.1004
0.382 1.1004
LOW 1.1004
0.618 1.1004
1.000 1.1004
1.618 1.1004
2.618 1.1004
4.250 1.1004
Fisher Pivots for day following 16-Nov-2023
Pivot 1 day 3 day
R1 1.1004 1.0981
PP 1.1004 1.0959
S1 1.1004 1.0937

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

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