CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 20-Nov-2023
Day Change Summary
Previous Current
17-Nov-2023 20-Nov-2023 Change Change % Previous Week
Open 1.1033 1.1091 0.0058 0.5% 1.0856
High 1.1036 1.1094 0.0058 0.5% 1.1036
Low 1.0974 1.1091 0.0118 1.1% 1.0843
Close 1.1049 1.1094 0.0045 0.4% 1.1049
Range 0.0063 0.0003 -0.0060 -96.0% 0.0194
ATR 0.0051 0.0051 0.0000 -0.9% 0.0000
Volume 3 55 52 1,733.3% 60
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1100 1.1099 1.1095
R3 1.1098 1.1097 1.1094
R2 1.1095 1.1095 1.1094
R1 1.1094 1.1094 1.1094 1.1095
PP 1.1093 1.1093 1.1093 1.1093
S1 1.1092 1.1092 1.1093 1.1092
S2 1.1090 1.1090 1.1093
S3 1.1088 1.1089 1.1093
S4 1.1085 1.1087 1.1092
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 1.1094 1.0843 0.0251 2.3% 0.0057 0.5% 100% True False 19
10 1.1094 1.0811 0.0283 2.5% 0.0038 0.3% 100% True False 25
20 1.1094 1.0697 0.0397 3.6% 0.0034 0.3% 100% True False 34
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 1.1104
2.618 1.1100
1.618 1.1098
1.000 1.1096
0.618 1.1095
HIGH 1.1094
0.618 1.1093
0.500 1.1092
0.382 1.1092
LOW 1.1091
0.618 1.1089
1.000 1.1089
1.618 1.1087
2.618 1.1084
4.250 1.1080
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 1.1093 1.1074
PP 1.1093 1.1054
S1 1.1092 1.1034

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

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