CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 26-Jan-2024
Day Change Summary
Previous Current
25-Jan-2024 26-Jan-2024 Change Change % Previous Week
Open 1.0967 1.0963 -0.0005 0.0% 1.0989
High 1.0967 1.0978 0.0011 0.1% 1.1006
Low 1.0934 1.0918 -0.0017 -0.2% 1.0918
Close 1.0941 1.0963 0.0022 0.2% 1.0963
Range 0.0033 0.0061 0.0028 83.3% 0.0088
ATR 0.0048 0.0049 0.0001 1.9% 0.0000
Volume 60 0 -60 -100.0% 264
Daily Pivots for day following 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1134 1.1109 1.0996
R3 1.1074 1.1048 1.0979
R2 1.1013 1.1013 1.0974
R1 1.0988 1.0988 1.0968 1.0993
PP 1.0953 1.0953 1.0953 1.0955
S1 1.0927 1.0927 1.0957 1.0932
S2 1.0892 1.0892 1.0951
S3 1.0832 1.0867 1.0946
S4 1.0771 1.0806 1.0929
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1226 1.1182 1.1011
R3 1.1138 1.1094 1.0987
R2 1.1050 1.1050 1.0979
R1 1.1006 1.1006 1.0971 1.0984
PP 1.0962 1.0962 1.0962 1.0951
S1 1.0918 1.0918 1.0954 1.0896
S2 1.0874 1.0874 1.0946
S3 1.0786 1.0830 1.0938
S4 1.0698 1.0742 1.0914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1006 1.0918 0.0088 0.8% 0.0032 0.3% 51% False True 52
10 1.1094 1.0918 0.0176 1.6% 0.0032 0.3% 26% False True 64
20 1.1252 1.0918 0.0335 3.1% 0.0041 0.4% 13% False True 79
40 1.1252 1.0889 0.0364 3.3% 0.0038 0.3% 20% False False 76
60 1.1252 1.0704 0.0548 5.0% 0.0035 0.3% 47% False False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1235
2.618 1.1136
1.618 1.1076
1.000 1.1039
0.618 1.1015
HIGH 1.0978
0.618 1.0955
0.500 1.0948
0.382 1.0941
LOW 1.0918
0.618 1.0880
1.000 1.0857
1.618 1.0820
2.618 1.0759
4.250 1.0660
Fisher Pivots for day following 26-Jan-2024
Pivot 1 day 3 day
R1 1.0958 1.0962
PP 1.0953 1.0962
S1 1.0948 1.0962

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.