CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 03-Jan-2024
Day Change Summary
Previous Current
02-Jan-2024 03-Jan-2024 Change Change % Previous Week
Open 1.1152 1.1059 -0.0093 -0.8% 1.1172
High 1.1152 1.1059 -0.0093 -0.8% 1.1252
Low 1.1060 1.1026 -0.0034 -0.3% 1.1161
Close 1.1066 1.1040 -0.0026 -0.2% 1.1161
Range 0.0092 0.0033 -0.0059 -63.9% 0.0092
ATR 0.0055 0.0054 -0.0001 -2.0% 0.0000
Volume 552 141 -411 -74.5% 20
Daily Pivots for day following 03-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1141 1.1123 1.1058
R3 1.1108 1.1090 1.1049
R2 1.1075 1.1075 1.1046
R1 1.1057 1.1057 1.1043 1.1049
PP 1.1042 1.1042 1.1042 1.1038
S1 1.1024 1.1024 1.1036 1.1016
S2 1.1009 1.1009 1.1033
S3 1.0976 1.0991 1.1030
S4 1.0943 1.0958 1.1021
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.1466 1.1405 1.1211
R3 1.1374 1.1313 1.1186
R2 1.1283 1.1283 1.1177
R1 1.1222 1.1222 1.1169 1.1206
PP 1.1191 1.1191 1.1191 1.1183
S1 1.1130 1.1130 1.1152 1.1115
S2 1.1100 1.1100 1.1144
S3 1.1008 1.1039 1.1135
S4 1.0917 1.0947 1.1110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1252 1.1026 0.0226 2.0% 0.0054 0.5% 6% False True 142
10 1.1252 1.1026 0.0226 2.0% 0.0034 0.3% 6% False True 89
20 1.1252 1.0889 0.0364 3.3% 0.0038 0.3% 42% False False 92
40 1.1252 1.0811 0.0441 4.0% 0.0034 0.3% 52% False False 76
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1199
2.618 1.1145
1.618 1.1112
1.000 1.1092
0.618 1.1079
HIGH 1.1059
0.618 1.1046
0.500 1.1043
0.382 1.1039
LOW 1.1026
0.618 1.1006
1.000 1.0993
1.618 1.0973
2.618 1.0940
4.250 1.0886
Fisher Pivots for day following 03-Jan-2024
Pivot 1 day 3 day
R1 1.1043 1.1116
PP 1.1042 1.1090
S1 1.1041 1.1065

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

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