CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 18-Jan-2024
Day Change Summary
Previous Current
17-Jan-2024 18-Jan-2024 Change Change % Previous Week
Open 1.0966 1.0966 -0.0001 0.0% 1.1055
High 1.0986 1.0966 -0.0020 -0.2% 1.1094
Low 1.0962 1.0966 0.0004 0.0% 1.1040
Close 1.0981 1.0966 -0.0015 -0.1% 1.1064
Range 0.0024 0.0000 -0.0024 -100.0% 0.0054
ATR 0.0053 0.0050 -0.0003 -5.1% 0.0000
Volume 6 55 49 816.7% 203
Daily Pivots for day following 18-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.0966 1.0966 1.0966
R3 1.0966 1.0966 1.0966
R2 1.0966 1.0966 1.0966
R1 1.0966 1.0966 1.0966 1.0966
PP 1.0966 1.0966 1.0966 1.0966
S1 1.0966 1.0966 1.0966 1.0966
S2 1.0966 1.0966 1.0966
S3 1.0966 1.0966 1.0966
S4 1.0966 1.0966 1.0966
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% 0.0039 0.4% 3% False False 72
10 1.1094 1.0962 0.0132 1.2% 0.0043 0.4% 3% False False 56
20 1.1252 1.0962 0.0290 2.6% 0.0038 0.3% 1% False False 72
40 1.1252 1.0889 0.0364 3.3% 0.0035 0.3% 21% False False 85
60 1.1252 1.0697 0.0555 5.1% 0.0036 0.3% 48% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0966
2.618 1.0966
1.618 1.0966
1.000 1.0966
0.618 1.0966
HIGH 1.0966
0.618 1.0966
0.500 1.0966
0.382 1.0966
LOW 1.0966
0.618 1.0966
1.000 1.0966
1.618 1.0966
2.618 1.0966
4.250 1.0966
Fisher Pivots for day following 18-Jan-2024
Pivot 1 day 3 day
R1 1.0966 1.1010
PP 1.0966 1.0995
S1 1.0966 1.0980

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

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