CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 1.1072 1.1032 -0.0040 -0.4% 1.0856
High 1.1072 1.1032 -0.0040 -0.4% 1.1036
Low 1.1063 1.1032 -0.0031 -0.3% 1.0843
Close 1.1063 1.1032 -0.0031 -0.3% 1.1049
Range 0.0010 0.0001 -0.0009 -94.7% 0.0194
ATR 0.0049 0.0048 -0.0001 -2.7% 0.0000
Volume 38 21 -17 -44.7% 60
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1033 1.1033 1.1032
R3 1.1033 1.1032 1.1032
R2 1.1032 1.1032 1.1032
R1 1.1032 1.1032 1.1032 1.1032
PP 1.1032 1.1032 1.1032 1.1032
S1 1.1031 1.1031 1.1031 1.1031
S2 1.1031 1.1031 1.1031
S3 1.1031 1.1031 1.1031
S4 1.1030 1.1030 1.1031
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 1.0974 0.0120 1.1% 0.0015 0.1% 48% False False 23
10 1.1094 1.0811 0.0283 2.6% 0.0036 0.3% 78% False False 27
20 1.1094 1.0697 0.0397 3.6% 0.0033 0.3% 84% False False 31
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1034
2.618 1.1033
1.618 1.1033
1.000 1.1033
0.618 1.1032
HIGH 1.1032
0.618 1.1032
0.500 1.1032
0.382 1.1032
LOW 1.1032
0.618 1.1031
1.000 1.1031
1.618 1.1031
2.618 1.1030
4.250 1.1029
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 1.1032 1.1063
PP 1.1032 1.1052
S1 1.1032 1.1042

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

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