CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 17-Jan-2024
Day Change Summary
Previous Current
16-Jan-2024 17-Jan-2024 Change Change % Previous Week
Open 1.1045 1.0966 -0.0079 -0.7% 1.1055
High 1.1058 1.0986 -0.0073 -0.7% 1.1094
Low 1.0973 1.0962 -0.0011 -0.1% 1.1040
Close 1.0979 1.0981 0.0002 0.0% 1.1064
Range 0.0085 0.0024 -0.0062 -72.4% 0.0054
ATR 0.0055 0.0053 -0.0002 -4.1% 0.0000
Volume 182 6 -176 -96.7% 203
Daily Pivots for day following 17-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1047 1.1037 1.0993
R3 1.1023 1.1014 1.0987
R2 1.1000 1.1000 1.0985
R1 1.0990 1.0990 1.0983 1.0995
PP 1.0976 1.0976 1.0976 1.0978
S1 1.0967 1.0967 1.0978 1.0971
S2 1.0953 1.0953 1.0976
S3 1.0929 1.0943 1.0974
S4 1.0906 1.0920 1.0968
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 1.0962 0.0132 1.2% 0.0046 0.4% 14% False True 64
10 1.1094 1.0962 0.0132 1.2% 0.0046 0.4% 14% False True 64
20 1.1252 1.0962 0.0290 2.6% 0.0038 0.3% 6% False True 70
40 1.1252 1.0889 0.0364 3.3% 0.0037 0.3% 25% False False 84
60 1.1252 1.0697 0.0555 5.1% 0.0036 0.3% 51% False False 73
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 True
Bull Hook False
Stretch 0.0010
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1085
2.618 1.1047
1.618 1.1024
1.000 1.1009
0.618 1.1000
HIGH 1.0986
0.618 1.0977
0.500 1.0974
0.382 1.0971
LOW 1.0962
0.618 1.0947
1.000 1.0939
1.618 1.0924
2.618 1.0900
4.250 1.0862
Fisher Pivots for day following 17-Jan-2024
Pivot 1 day 3 day
R1 1.0978 1.1028
PP 1.0976 1.1012
S1 1.0974 1.0996

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

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