CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 02-Feb-2024
Day Change Summary
Previous Current
01-Feb-2024 02-Feb-2024 Change Change % Previous Week
Open 1.0893 1.0975 0.0083 0.8% 1.0946
High 1.0974 1.0998 0.0024 0.2% 1.0998
Low 1.0893 1.0885 -0.0008 -0.1% 1.0885
Close 1.0974 1.0896 -0.0078 -0.7% 1.0896
Range 0.0081 0.0113 0.0032 38.9% 0.0113
ATR 0.0050 0.0055 0.0004 8.8% 0.0000
Volume 25 61 36 144.0% 310
Daily Pivots for day following 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1264 1.1192 1.0957
R3 1.1151 1.1080 1.0926
R2 1.1039 1.1039 1.0916
R1 1.0967 1.0967 1.0906 1.0947
PP 1.0926 1.0926 1.0926 1.0916
S1 1.0855 1.0855 1.0885 1.0834
S2 1.0814 1.0814 1.0875
S3 1.0701 1.0742 1.0865
S4 1.0589 1.0630 1.0834
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1264 1.1192 1.0957
R3 1.1151 1.1080 1.0926
R2 1.1039 1.1039 1.0916
R1 1.0967 1.0967 1.0906 1.0947
PP 1.0926 1.0926 1.0926 1.0916
S1 1.0855 1.0855 1.0885 1.0834
S2 1.0814 1.0814 1.0875
S3 1.0701 1.0742 1.0865
S4 1.0589 1.0630 1.0834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0998 1.0885 0.0113 1.0% 0.0060 0.6% 9% True True 62
10 1.1006 1.0885 0.0121 1.1% 0.0046 0.4% 9% False True 57
20 1.1094 1.0885 0.0209 1.9% 0.0043 0.4% 5% False True 56
40 1.1252 1.0885 0.0367 3.4% 0.0040 0.4% 3% False True 70
60 1.1252 1.0811 0.0441 4.0% 0.0037 0.3% 19% False False 70
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 False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 1.1476
2.618 1.1292
1.618 1.1180
1.000 1.1110
0.618 1.1067
HIGH 1.0998
0.618 1.0955
0.500 1.0941
0.382 1.0928
LOW 1.0885
0.618 1.0815
1.000 1.0773
1.618 1.0703
2.618 1.0590
4.250 1.0407
Fisher Pivots for day following 02-Feb-2024
Pivot 1 day 3 day
R1 1.0941 1.0941
PP 1.0926 1.0926
S1 1.0911 1.0911

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

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