CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 29-Nov-2023
Day Change Summary
Previous Current
28-Nov-2023 29-Nov-2023 Change Change % Previous Week
Open 1.1131 1.1143 0.0012 0.1% 1.1091
High 1.1137 1.1143 0.0006 0.0% 1.1094
Low 1.1131 1.1105 -0.0026 -0.2% 1.1032
Close 1.1137 1.1124 -0.0014 -0.1% 1.1087
Range 0.0006 0.0038 0.0032 525.0% 0.0062
ATR 0.0046 0.0045 -0.0001 -1.3% 0.0000
Volume 31 85 54 174.2% 545
Daily Pivots for day following 29-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1236 1.1217 1.1144
R3 1.1199 1.1180 1.1134
R2 1.1161 1.1161 1.1130
R1 1.1142 1.1142 1.1127 1.1133
PP 1.1124 1.1124 1.1124 1.1119
S1 1.1105 1.1105 1.1120 1.1096
S2 1.1086 1.1086 1.1117
S3 1.1049 1.1067 1.1113
S4 1.1011 1.1030 1.1103
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 1.1143 1.1032 0.0111 1.0% 0.0016 0.1% 83% True False 135
10 1.1143 1.0974 0.0169 1.5% 0.0019 0.2% 89% True False 80
20 1.1143 1.0704 0.0439 3.9% 0.0030 0.3% 96% True False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1302
2.618 1.1241
1.618 1.1203
1.000 1.1180
0.618 1.1166
HIGH 1.1143
0.618 1.1128
0.500 1.1124
0.382 1.1119
LOW 1.1105
0.618 1.1082
1.000 1.1068
1.618 1.1044
2.618 1.1007
4.250 1.0946
Fisher Pivots for day following 29-Nov-2023
Pivot 1 day 3 day
R1 1.1124 1.1119
PP 1.1124 1.1114
S1 1.1124 1.1110

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

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