CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 23-Jan-2024
Day Change Summary
Previous Current
22-Jan-2024 23-Jan-2024 Change Change % Previous Week
Open 1.0989 1.0988 -0.0001 0.0% 1.1045
High 1.0989 1.0988 -0.0001 0.0% 1.1058
Low 1.0989 1.0933 -0.0056 -0.5% 1.0962
Close 1.0989 1.0948 -0.0041 -0.4% 1.0998
Range 0.0000 0.0055 0.0055 0.0096
ATR 0.0046 0.0046 0.0001 1.5% 0.0000
Volume 30 165 135 450.0% 294
Daily Pivots for day following 23-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1121 1.1090 1.0978
R3 1.1066 1.1035 1.0963
R2 1.1011 1.1011 1.0958
R1 1.0980 1.0980 1.0953 1.0968
PP 1.0956 1.0956 1.0956 1.0951
S1 1.0925 1.0925 1.0943 1.0913
S2 1.0901 1.0901 1.0938
S3 1.0846 1.0870 1.0933
S4 1.0791 1.0815 1.0918
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 1.0998 1.0933 0.0065 0.6% 0.0016 0.1% 23% False True 61
10 1.1094 1.0933 0.0161 1.5% 0.0031 0.3% 9% False True 63
20 1.1252 1.0933 0.0319 2.9% 0.0040 0.4% 5% False True 82
40 1.1252 1.0889 0.0364 3.3% 0.0036 0.3% 16% False False 88
60 1.1252 1.0697 0.0555 5.1% 0.0035 0.3% 45% False False 69
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 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1222
2.618 1.1132
1.618 1.1077
1.000 1.1043
0.618 1.1022
HIGH 1.0988
0.618 1.0967
0.500 1.0961
0.382 1.0954
LOW 1.0933
0.618 1.0899
1.000 1.0878
1.618 1.0844
2.618 1.0789
4.250 1.0699
Fisher Pivots for day following 23-Jan-2024
Pivot 1 day 3 day
R1 1.0961 1.0965
PP 1.0956 1.0960
S1 1.0952 1.0954

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

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