CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 19-Jan-2024
Day Change Summary
Previous Current
18-Jan-2024 19-Jan-2024 Change Change % Previous Week
Open 1.0966 1.0998 0.0032 0.3% 1.1045
High 1.0966 1.0998 0.0032 0.3% 1.1058
Low 1.0966 1.0998 0.0032 0.3% 1.0962
Close 1.0966 1.0998 0.0032 0.3% 1.0998
Range
ATR 0.0050 0.0049 -0.0001 -2.6% 0.0000
Volume 55 51 -4 -7.3% 294
Daily Pivots for day following 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.0998 1.0998 1.0998
R3 1.0998 1.0998 1.0998
R2 1.0998 1.0998 1.0998
R1 1.0998 1.0998 1.0998 1.0998
PP 1.0998 1.0998 1.0998 1.0998
S1 1.0998 1.0998 1.0998 1.0998
S2 1.0998 1.0998 1.0998
S3 1.0998 1.0998 1.0998
S4 1.0998 1.0998 1.0998
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1294 1.1242 1.1050
R3 1.1198 1.1146 1.1024
R2 1.1102 1.1102 1.1015
R1 1.1050 1.1050 1.1006 1.1028
PP 1.1006 1.1006 1.1006 1.0995
S1 1.0954 1.0954 1.0989 1.0932
S2 1.0910 1.0910 1.0980
S3 1.0814 1.0858 1.0971
S4 1.0718 1.0762 1.0945
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% 0.0031 0.3% 27% False False 77
10 1.1094 1.0962 0.0132 1.2% 0.0040 0.4% 27% False False 55
20 1.1252 1.0962 0.0290 2.6% 0.0038 0.3% 12% False False 75
40 1.1252 1.0889 0.0364 3.3% 0.0035 0.3% 30% False False 85
60 1.1252 1.0697 0.0555 5.0% 0.0035 0.3% 54% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Fibonacci Retracements and Extensions
4.250 1.0998
2.618 1.0998
1.618 1.0998
1.000 1.0998
0.618 1.0998
HIGH 1.0998
0.618 1.0998
0.500 1.0998
0.382 1.0998
LOW 1.0998
0.618 1.0998
1.000 1.0998
1.618 1.0998
2.618 1.0998
4.250 1.0998
Fisher Pivots for day following 19-Jan-2024
Pivot 1 day 3 day
R1 1.0998 1.0992
PP 1.0998 1.0986
S1 1.0998 1.0980

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

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