CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 1.1078 1.1077 -0.0002 0.0% 1.1091
High 1.1087 1.1104 0.0017 0.2% 1.1094
Low 1.1078 1.1077 -0.0002 0.0% 1.1032
Close 1.1087 1.1104 0.0017 0.2% 1.1087
Range 0.0009 0.0027 0.0019 217.6% 0.0062
ATR 0.0049 0.0047 -0.0002 -3.2% 0.0000
Volume 431 109 -322 -74.7% 545
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1176 1.1167 1.1118
R3 1.1149 1.1140 1.1111
R2 1.1122 1.1122 1.1108
R1 1.1113 1.1113 1.1106 1.1117
PP 1.1095 1.1095 1.1095 1.1097
S1 1.1086 1.1086 1.1101 1.1090
S2 1.1068 1.1068 1.1099
S3 1.1041 1.1059 1.1096
S4 1.1014 1.1032 1.1089
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 1.1104 1.1032 0.0072 0.6% 0.0010 0.1% 100% True False 130
10 1.1104 1.0843 0.0261 2.4% 0.0033 0.3% 100% True False 71
20 1.1104 1.0704 0.0400 3.6% 0.0031 0.3% 100% True False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1218
2.618 1.1174
1.618 1.1147
1.000 1.1131
0.618 1.1120
HIGH 1.1104
0.618 1.1093
0.500 1.1090
0.382 1.1087
LOW 1.1077
0.618 1.1060
1.000 1.1050
1.618 1.1033
2.618 1.1006
4.250 1.0962
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 1.1099 1.1092
PP 1.1095 1.1080
S1 1.1090 1.1068

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

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