CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 28-Nov-2023
Day Change Summary
Previous Current
27-Nov-2023 28-Nov-2023 Change Change % Previous Week
Open 1.1077 1.1131 0.0055 0.5% 1.1091
High 1.1104 1.1137 0.0034 0.3% 1.1094
Low 1.1077 1.1131 0.0055 0.5% 1.1032
Close 1.1104 1.1137 0.0034 0.3% 1.1087
Range 0.0027 0.0006 -0.0021 -77.8% 0.0062
ATR 0.0047 0.0046 -0.0001 -2.0% 0.0000
Volume 109 31 -78 -71.6% 545
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1153 1.1151 1.1140
R3 1.1147 1.1145 1.1139
R2 1.1141 1.1141 1.1138
R1 1.1139 1.1139 1.1138 1.1140
PP 1.1135 1.1135 1.1135 1.1136
S1 1.1133 1.1133 1.1136 1.1134
S2 1.1129 1.1129 1.1136
S3 1.1123 1.1127 1.1135
S4 1.1117 1.1121 1.1134
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 1.1137 1.1032 0.0106 0.9% 0.0010 0.1% 100% True False 126
10 1.1137 1.0843 0.0295 2.6% 0.0034 0.3% 100% True False 72
20 1.1137 1.0704 0.0433 3.9% 0.0029 0.3% 100% True False 46
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1163
2.618 1.1153
1.618 1.1147
1.000 1.1143
0.618 1.1141
HIGH 1.1137
0.618 1.1135
0.500 1.1134
0.382 1.1133
LOW 1.1131
0.618 1.1127
1.000 1.1125
1.618 1.1121
2.618 1.1115
4.250 1.1106
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 1.1136 1.1127
PP 1.1135 1.1117
S1 1.1134 1.1107

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

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