CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 31-Jan-2024
Day Change Summary
Previous Current
30-Jan-2024 31-Jan-2024 Change Change % Previous Week
Open 1.0932 1.0979 0.0047 0.4% 1.0989
High 1.0951 1.0983 0.0032 0.3% 1.1006
Low 1.0932 1.0930 -0.0002 0.0% 1.0918
Close 1.0951 1.0944 -0.0008 -0.1% 1.0963
Range 0.0020 0.0053 0.0034 171.8% 0.0088
ATR 0.0048 0.0048 0.0000 0.8% 0.0000
Volume 7 81 74 1,057.1% 264
Daily Pivots for day following 31-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1111 1.1080 1.0973
R3 1.1058 1.1027 1.0958
R2 1.1005 1.1005 1.0953
R1 1.0974 1.0974 1.0948 1.0963
PP 1.0952 1.0952 1.0952 1.0947
S1 1.0921 1.0921 1.0939 1.0910
S2 1.0899 1.0899 1.0934
S3 1.0846 1.0868 1.0929
S4 1.0793 1.0815 1.0914
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 1.0983 1.0910 0.0073 0.7% 0.0040 0.4% 46% True False 56
10 1.1006 1.0910 0.0096 0.9% 0.0027 0.2% 35% False False 59
20 1.1094 1.0910 0.0184 1.7% 0.0036 0.3% 18% False False 62
40 1.1252 1.0889 0.0364 3.3% 0.0037 0.3% 15% False False 75
60 1.1252 1.0777 0.0476 4.3% 0.0036 0.3% 35% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1208
2.618 1.1122
1.618 1.1069
1.000 1.1036
0.618 1.1016
HIGH 1.0983
0.618 1.0963
0.500 1.0957
0.382 1.0950
LOW 1.0930
0.618 1.0897
1.000 1.0877
1.618 1.0844
2.618 1.0791
4.250 1.0705
Fisher Pivots for day following 31-Jan-2024
Pivot 1 day 3 day
R1 1.0957 1.0947
PP 1.0952 1.0946
S1 1.0948 1.0945

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

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