CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 24-Jan-2024
Day Change Summary
Previous Current
23-Jan-2024 24-Jan-2024 Change Change % Previous Week
Open 1.0988 1.0999 0.0011 0.1% 1.1045
High 1.0988 1.1006 0.0018 0.2% 1.1058
Low 1.0933 1.0993 0.0060 0.5% 1.0962
Close 1.0948 1.0993 0.0045 0.4% 1.0998
Range 0.0055 0.0013 -0.0042 -76.4% 0.0096
ATR 0.0046 0.0047 0.0001 1.7% 0.0000
Volume 165 9 -156 -94.5% 294
Daily Pivots for day following 24-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1036 1.1027 1.1000
R3 1.1023 1.1014 1.0996
R2 1.1010 1.1010 1.0995
R1 1.1001 1.1001 1.0994 1.0999
PP 1.0997 1.0997 1.0997 1.0996
S1 1.0988 1.0988 1.0991 1.0986
S2 1.0984 1.0984 1.0990
S3 1.0971 1.0975 1.0989
S4 1.0958 1.0962 1.0985
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 1.1006 1.0933 0.0073 0.7% 0.0014 0.1% 82% True False 62
10 1.1094 1.0933 0.0161 1.5% 0.0030 0.3% 37% False False 63
20 1.1252 1.0933 0.0319 2.9% 0.0038 0.3% 19% False False 76
40 1.1252 1.0889 0.0364 3.3% 0.0036 0.3% 29% False False 78
60 1.1252 1.0699 0.0554 5.0% 0.0035 0.3% 53% False False 66
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1061
2.618 1.1040
1.618 1.1027
1.000 1.1019
0.618 1.1014
HIGH 1.1006
0.618 1.1001
0.500 1.0999
0.382 1.0997
LOW 1.0993
0.618 1.0984
1.000 1.0980
1.618 1.0971
2.618 1.0958
4.250 1.0937
Fisher Pivots for day following 24-Jan-2024
Pivot 1 day 3 day
R1 1.0999 1.0985
PP 1.0997 1.0977
S1 1.0995 1.0969

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

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