CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 24-Nov-2023
Day Change Summary
Previous Current
22-Nov-2023 24-Nov-2023 Change Change % Previous Week
Open 1.1032 1.1078 0.0046 0.4% 1.1091
High 1.1032 1.1087 0.0055 0.5% 1.1094
Low 1.1032 1.1078 0.0047 0.4% 1.1032
Close 1.1032 1.1087 0.0055 0.5% 1.1087
Range 0.0001 0.0009 0.0008 1,600.0% 0.0062
ATR 0.0048 0.0049 0.0000 1.0% 0.0000
Volume 21 431 410 1,952.4% 545
Daily Pivots for day following 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1109 1.1106 1.1091
R3 1.1101 1.1098 1.1089
R2 1.1092 1.1092 1.1088
R1 1.1089 1.1089 1.1087 1.1091
PP 1.1084 1.1084 1.1084 1.1084
S1 1.1081 1.1081 1.1086 1.1082
S2 1.1075 1.1075 1.1085
S3 1.1067 1.1072 1.1084
S4 1.1058 1.1064 1.1082
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1257 1.1234 1.1121
R3 1.1195 1.1172 1.1104
R2 1.1133 1.1133 1.1098
R1 1.1110 1.1110 1.1092 1.1090
PP 1.1071 1.1071 1.1071 1.1061
S1 1.1048 1.1048 1.1081 1.1028
S2 1.1009 1.1009 1.1075
S3 1.0947 1.0986 1.1069
S4 1.0885 1.0924 1.1052
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% 0.0017 0.2% 94% False False 109
10 1.1094 1.0811 0.0283 2.5% 0.0034 0.3% 98% False False 65
20 1.1094 1.0699 0.0395 3.6% 0.0032 0.3% 98% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1123
2.618 1.1109
1.618 1.1100
1.000 1.1095
0.618 1.1092
HIGH 1.1087
0.618 1.1083
0.500 1.1082
0.382 1.1081
LOW 1.1078
0.618 1.1073
1.000 1.1070
1.618 1.1064
2.618 1.1056
4.250 1.1042
Fisher Pivots for day following 24-Nov-2023
Pivot 1 day 3 day
R1 1.1085 1.1077
PP 1.1084 1.1068
S1 1.1082 1.1059

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

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