CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 17-Nov-2023
Day Change Summary
Previous Current
16-Nov-2023 17-Nov-2023 Change Change % Previous Week
Open 1.1004 1.1033 0.0030 0.3% 1.0856
High 1.1004 1.1036 0.0033 0.3% 1.1036
Low 1.1004 1.0974 -0.0030 -0.3% 1.0843
Close 1.1004 1.1049 0.0045 0.4% 1.1049
Range 0.0000 0.0063 0.0063 0.0194
ATR 0.0050 0.0051 0.0001 1.7% 0.0000
Volume 0 3 3 60
Daily Pivots for day following 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1207 1.1190 1.1083
R3 1.1144 1.1128 1.1066
R2 1.1082 1.1082 1.1060
R1 1.1065 1.1065 1.1054 1.1074
PP 1.1019 1.1019 1.1019 1.1024
S1 1.1003 1.1003 1.1043 1.1011
S2 1.0957 1.0957 1.1037
S3 1.0894 1.0940 1.1031
S4 1.0832 1.0878 1.1014
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1556 1.1496 1.1155
R3 1.1363 1.1302 1.1102
R2 1.1169 1.1169 1.1084
R1 1.1109 1.1109 1.1066 1.1139
PP 1.0976 1.0976 1.0976 1.0991
S1 1.0915 1.0915 1.1031 1.0946
S2 1.0782 1.0782 1.1013
S3 1.0589 1.0722 1.0995
S4 1.0395 1.0528 1.0942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1036 1.0843 0.0194 1.8% 0.0057 0.5% 106% True False 12
10 1.1036 1.0811 0.0225 2.0% 0.0037 0.3% 106% True False 19
20 1.1036 1.0697 0.0339 3.1% 0.0037 0.3% 104% True False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1302
2.618 1.1200
1.618 1.1137
1.000 1.1099
0.618 1.1075
HIGH 1.1036
0.618 1.1012
0.500 1.1005
0.382 1.0997
LOW 1.0974
0.618 1.0935
1.000 1.0911
1.618 1.0872
2.618 1.0810
4.250 1.0708
Fisher Pivots for day following 17-Nov-2023
Pivot 1 day 3 day
R1 1.1034 1.1034
PP 1.1019 1.1019
S1 1.1005 1.1005

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

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