CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 05-Jan-2024
Day Change Summary
Previous Current
04-Jan-2024 05-Jan-2024 Change Change % Previous Week
Open 1.1051 1.1049 -0.0002 0.0% 1.1152
High 1.1077 1.1093 0.0016 0.1% 1.1152
Low 1.1050 1.0993 -0.0058 -0.5% 1.0993
Close 1.1068 1.1063 -0.0005 0.0% 1.1063
Range 0.0027 0.0101 0.0074 272.2% 0.0159
ATR 0.0053 0.0056 0.0003 6.5% 0.0000
Volume 61 53 -8 -13.1% 807
Daily Pivots for day following 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1351 1.1308 1.1118
R3 1.1251 1.1207 1.1091
R2 1.1150 1.1150 1.1081
R1 1.1107 1.1107 1.1072 1.1128
PP 1.1050 1.1050 1.1050 1.1060
S1 1.1006 1.1006 1.1054 1.1028
S2 1.0949 1.0949 1.1045
S3 1.0849 1.0906 1.1035
S4 1.0748 1.0805 1.1008
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1546 1.1464 1.1150
R3 1.1387 1.1305 1.1107
R2 1.1228 1.1228 1.1092
R1 1.1146 1.1146 1.1078 1.1107
PP 1.1069 1.1069 1.1069 1.1050
S1 1.0987 1.0987 1.1048 1.0948
S2 1.0910 1.0910 1.1034
S3 1.0751 1.0828 1.1019
S4 1.0592 1.0669 1.0976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1205 1.0993 0.0213 1.9% 0.0059 0.5% 33% False True 162
10 1.1252 1.0993 0.0260 2.3% 0.0046 0.4% 27% False True 101
20 1.1252 1.0889 0.0364 3.3% 0.0042 0.4% 48% False False 82
40 1.1252 1.0811 0.0441 4.0% 0.0037 0.3% 57% False False 78
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 0.0008
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.1520
2.618 1.1356
1.618 1.1256
1.000 1.1194
0.618 1.1155
HIGH 1.1093
0.618 1.1055
0.500 1.1043
0.382 1.1031
LOW 1.0993
0.618 1.0930
1.000 1.0892
1.618 1.0830
2.618 1.0729
4.250 1.0565
Fisher Pivots for day following 05-Jan-2024
Pivot 1 day 3 day
R1 1.1056 1.1056
PP 1.1050 1.1050
S1 1.1043 1.1043

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

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