CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 30-Jan-2024
Day Change Summary
Previous Current
29-Jan-2024 30-Jan-2024 Change Change % Previous Week
Open 1.0946 1.0932 -0.0015 -0.1% 1.0989
High 1.0946 1.0951 0.0005 0.0% 1.1006
Low 1.0910 1.0932 0.0022 0.2% 1.0918
Close 1.0924 1.0951 0.0027 0.2% 1.0963
Range 0.0036 0.0020 -0.0017 -45.8% 0.0088
ATR 0.0049 0.0048 -0.0002 -3.2% 0.0000
Volume 136 7 -129 -94.9% 264
Daily Pivots for day following 30-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1003 1.0997 1.0962
R3 1.0984 1.0977 1.0956
R2 1.0964 1.0964 1.0955
R1 1.0958 1.0958 1.0953 1.0961
PP 1.0945 1.0945 1.0945 1.0946
S1 1.0938 1.0938 1.0949 1.0941
S2 1.0925 1.0925 1.0947
S3 1.0906 1.0919 1.0946
S4 1.0886 1.0899 1.0940
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 1.0910 0.0096 0.9% 0.0032 0.3% 43% False False 42
10 1.1006 1.0910 0.0096 0.9% 0.0024 0.2% 43% False False 51
20 1.1152 1.0910 0.0242 2.2% 0.0038 0.4% 17% False False 85
40 1.1252 1.0889 0.0364 3.3% 0.0037 0.3% 17% False False 77
60 1.1252 1.0777 0.0476 4.3% 0.0036 0.3% 37% False False 68
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1034
2.618 1.1002
1.618 1.0983
1.000 1.0971
0.618 1.0963
HIGH 1.0951
0.618 1.0944
0.500 1.0941
0.382 1.0939
LOW 1.0932
0.618 1.0919
1.000 1.0912
1.618 1.0900
2.618 1.0880
4.250 1.0849
Fisher Pivots for day following 30-Jan-2024
Pivot 1 day 3 day
R1 1.0948 1.0949
PP 1.0945 1.0946
S1 1.0941 1.0944

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

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