CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 09-Jan-2024
Day Change Summary
Previous Current
08-Jan-2024 09-Jan-2024 Change Change % Previous Week
Open 1.1055 1.1057 0.0002 0.0% 1.1152
High 1.1093 1.1066 -0.0027 -0.2% 1.1152
Low 1.1050 1.1040 -0.0011 -0.1% 1.0993
Close 1.1079 1.1040 -0.0039 -0.4% 1.1063
Range 0.0043 0.0027 -0.0017 -38.4% 0.0159
ATR 0.0055 0.0054 -0.0001 -2.1% 0.0000
Volume 53 18 -35 -66.0% 807
Daily Pivots for day following 09-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1128 1.1110 1.1054
R3 1.1101 1.1084 1.1047
R2 1.1075 1.1075 1.1044
R1 1.1057 1.1057 1.1042 1.1053
PP 1.1048 1.1048 1.1048 1.1046
S1 1.1031 1.1031 1.1037 1.1026
S2 1.1022 1.1022 1.1035
S3 1.0995 1.1004 1.1032
S4 1.0969 1.0978 1.1025
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 1.1093 1.0993 0.0101 0.9% 0.0046 0.4% 47% False False 65
10 1.1252 1.0993 0.0260 2.4% 0.0047 0.4% 18% False False 89
20 1.1252 1.0890 0.0362 3.3% 0.0042 0.4% 41% False False 83
40 1.1252 1.0811 0.0441 4.0% 0.0037 0.3% 52% False False 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1179
2.618 1.1135
1.618 1.1109
1.000 1.1093
0.618 1.1082
HIGH 1.1066
0.618 1.1056
0.500 1.1053
0.382 1.1050
LOW 1.1040
0.618 1.1023
1.000 1.1013
1.618 1.0997
2.618 1.0970
4.250 1.0927
Fisher Pivots for day following 09-Jan-2024
Pivot 1 day 3 day
R1 1.1053 1.1043
PP 1.1048 1.1042
S1 1.1044 1.1041

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

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