CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 22-Jan-2024
Day Change Summary
Previous Current
19-Jan-2024 22-Jan-2024 Change Change % Previous Week
Open 1.0998 1.0989 -0.0009 -0.1% 1.1045
High 1.0998 1.0989 -0.0009 -0.1% 1.1058
Low 1.0998 1.0989 -0.0009 -0.1% 1.0962
Close 1.0998 1.0989 -0.0009 -0.1% 1.0998
Range
ATR 0.0049 0.0046 -0.0003 -5.8% 0.0000
Volume 51 30 -21 -41.2% 294
Daily Pivots for day following 22-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.0989 1.0989 1.0989
R3 1.0989 1.0989 1.0989
R2 1.0989 1.0989 1.0989
R1 1.0989 1.0989 1.0989 1.0989
PP 1.0989 1.0989 1.0989 1.0989
S1 1.0989 1.0989 1.0989 1.0989
S2 1.0989 1.0989 1.0989
S3 1.0989 1.0989 1.0989
S4 1.0989 1.0989 1.0989
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 1.1058 1.0962 0.0096 0.9% 0.0022 0.2% 28% False False 64
10 1.1094 1.0962 0.0132 1.2% 0.0030 0.3% 20% False False 52
20 1.1252 1.0962 0.0290 2.6% 0.0038 0.3% 9% False False 76
40 1.1252 1.0889 0.0364 3.3% 0.0035 0.3% 28% False False 85
60 1.1252 1.0697 0.0555 5.1% 0.0034 0.3% 53% False False 67
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Fibonacci Retracements and Extensions
4.250 1.0989
2.618 1.0989
1.618 1.0989
1.000 1.0989
0.618 1.0989
HIGH 1.0989
0.618 1.0989
0.500 1.0989
0.382 1.0989
LOW 1.0989
0.618 1.0989
1.000 1.0989
1.618 1.0989
2.618 1.0989
4.250 1.0989
Fisher Pivots for day following 22-Jan-2024
Pivot 1 day 3 day
R1 1.0989 1.0986
PP 1.0989 1.0984
S1 1.0989 1.0982

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

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