CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 25-Jan-2024
Day Change Summary
Previous Current
24-Jan-2024 25-Jan-2024 Change Change % Previous Week
Open 1.0999 1.0967 -0.0032 -0.3% 1.1045
High 1.1006 1.0967 -0.0039 -0.3% 1.1058
Low 1.0993 1.0934 -0.0059 -0.5% 1.0962
Close 1.0993 1.0941 -0.0052 -0.5% 1.0998
Range 0.0013 0.0033 0.0020 153.8% 0.0096
ATR 0.0047 0.0048 0.0001 1.7% 0.0000
Volume 9 60 51 566.7% 294
Daily Pivots for day following 25-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1046 1.1026 1.0959
R3 1.1013 1.0993 1.0950
R2 1.0980 1.0980 1.0947
R1 1.0960 1.0960 1.0944 1.0954
PP 1.0947 1.0947 1.0947 1.0944
S1 1.0927 1.0927 1.0937 1.0921
S2 1.0914 1.0914 1.0934
S3 1.0881 1.0894 1.0931
S4 1.0848 1.0861 1.0922
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% 0.0020 0.2% 10% False False 63
10 1.1094 1.0933 0.0161 1.5% 0.0030 0.3% 5% False False 67
20 1.1252 1.0933 0.0319 2.9% 0.0040 0.4% 2% False False 79
40 1.1252 1.0889 0.0364 3.3% 0.0036 0.3% 14% False False 77
60 1.1252 1.0704 0.0548 5.0% 0.0035 0.3% 43% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1107
2.618 1.1053
1.618 1.1020
1.000 1.1000
0.618 1.0987
HIGH 1.0967
0.618 1.0954
0.500 1.0951
0.382 1.0947
LOW 1.0934
0.618 1.0914
1.000 1.0901
1.618 1.0881
2.618 1.0848
4.250 1.0794
Fisher Pivots for day following 25-Jan-2024
Pivot 1 day 3 day
R1 1.0951 1.0969
PP 1.0947 1.0960
S1 1.0944 1.0950

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

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