CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 04-Jan-2024
Day Change Summary
Previous Current
03-Jan-2024 04-Jan-2024 Change Change % Previous Week
Open 1.1059 1.1051 -0.0008 -0.1% 1.1172
High 1.1059 1.1077 0.0018 0.2% 1.1252
Low 1.1026 1.1050 0.0024 0.2% 1.1161
Close 1.1040 1.1068 0.0028 0.3% 1.1161
Range 0.0033 0.0027 -0.0006 -18.2% 0.0092
ATR 0.0054 0.0053 -0.0001 -2.2% 0.0000
Volume 141 61 -80 -56.7% 20
Daily Pivots for day following 04-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1146 1.1134 1.1082
R3 1.1119 1.1107 1.1075
R2 1.1092 1.1092 1.1072
R1 1.1080 1.1080 1.1070 1.1086
PP 1.1065 1.1065 1.1065 1.1068
S1 1.1053 1.1053 1.1065 1.1059
S2 1.1038 1.1038 1.1063
S3 1.1011 1.1026 1.1060
S4 1.0984 1.0999 1.1053
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% 0.0053 0.5% 18% False False 154
10 1.1252 1.1026 0.0226 2.0% 0.0036 0.3% 18% False False 95
20 1.1252 1.0889 0.0364 3.3% 0.0038 0.3% 49% False False 84
40 1.1252 1.0811 0.0441 4.0% 0.0034 0.3% 58% False False 77
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1192
2.618 1.1148
1.618 1.1121
1.000 1.1104
0.618 1.1094
HIGH 1.1077
0.618 1.1067
0.500 1.1064
0.382 1.1060
LOW 1.1050
0.618 1.1033
1.000 1.1023
1.618 1.1006
2.618 1.0979
4.250 1.0935
Fisher Pivots for day following 04-Jan-2024
Pivot 1 day 3 day
R1 1.1066 1.1089
PP 1.1065 1.1082
S1 1.1064 1.1075

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

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