CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 16-Jan-2024
Day Change Summary
Previous Current
12-Jan-2024 16-Jan-2024 Change Change % Previous Week
Open 1.1055 1.1045 -0.0010 -0.1% 1.1055
High 1.1094 1.1058 -0.0036 -0.3% 1.1094
Low 1.1047 1.0973 -0.0074 -0.7% 1.1040
Close 1.1064 1.0979 -0.0086 -0.8% 1.1064
Range 0.0047 0.0085 0.0039 82.8% 0.0054
ATR 0.0052 0.0055 0.0003 5.4% 0.0000
Volume 91 182 91 100.0% 203
Daily Pivots for day following 16-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1258 1.1203 1.1025
R3 1.1173 1.1118 1.1002
R2 1.1088 1.1088 1.0994
R1 1.1033 1.1033 1.0986 1.1018
PP 1.1003 1.1003 1.1003 1.0996
S1 1.0948 1.0948 1.0971 1.0933
S2 1.0918 1.0918 1.0963
S3 1.0833 1.0863 1.0955
S4 1.0748 1.0778 1.0932
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1228 1.1200 1.1094
R3 1.1174 1.1146 1.1079
R2 1.1120 1.1120 1.1074
R1 1.1092 1.1092 1.1069 1.1106
PP 1.1066 1.1066 1.1066 1.1073
S1 1.1038 1.1038 1.1059 1.1052
S2 1.1012 1.1012 1.1054
S3 1.0958 1.0984 1.1049
S4 1.0904 1.0930 1.1034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1094 1.0973 0.0121 1.1% 0.0047 0.4% 5% False True 66
10 1.1152 1.0973 0.0179 1.6% 0.0053 0.5% 3% False True 119
20 1.1252 1.0973 0.0279 2.5% 0.0040 0.4% 2% False True 75
40 1.1252 1.0889 0.0364 3.3% 0.0036 0.3% 25% False False 84
60 1.1252 1.0697 0.0555 5.1% 0.0036 0.3% 51% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1419
2.618 1.1281
1.618 1.1196
1.000 1.1143
0.618 1.1111
HIGH 1.1058
0.618 1.1026
0.500 1.1016
0.382 1.1005
LOW 1.0973
0.618 1.0920
1.000 1.0888
1.618 1.0835
2.618 1.0750
4.250 1.0612
Fisher Pivots for day following 16-Jan-2024
Pivot 1 day 3 day
R1 1.1016 1.1033
PP 1.1003 1.1015
S1 1.0991 1.0997

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

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