CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 05-Feb-2024
Day Change Summary
Previous Current
02-Feb-2024 05-Feb-2024 Change Change % Previous Week
Open 1.0975 1.0860 -0.0116 -1.1% 1.0946
High 1.0998 1.0860 -0.0138 -1.3% 1.0998
Low 1.0885 1.0831 -0.0054 -0.5% 1.0885
Close 1.0896 1.0846 -0.0050 -0.5% 1.0896
Range 0.0113 0.0029 -0.0084 -74.7% 0.0113
ATR 0.0055 0.0055 0.0001 1.3% 0.0000
Volume 61 16 -45 -73.8% 310
Daily Pivots for day following 05-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.0931 1.0917 1.0861
R3 1.0902 1.0888 1.0853
R2 1.0874 1.0874 1.0851
R1 1.0860 1.0860 1.0848 1.0853
PP 1.0845 1.0845 1.0845 1.0842
S1 1.0831 1.0831 1.0843 1.0824
S2 1.0817 1.0817 1.0840
S3 1.0788 1.0803 1.0838
S4 1.0760 1.0774 1.0830
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 1.0831 0.0167 1.5% 0.0059 0.5% 9% False True 38
10 1.1006 1.0831 0.0175 1.6% 0.0049 0.5% 8% False True 56
20 1.1094 1.0831 0.0263 2.4% 0.0040 0.4% 6% False True 54
40 1.1252 1.0831 0.0421 3.9% 0.0041 0.4% 3% False True 68
60 1.1252 1.0811 0.0441 4.1% 0.0038 0.3% 8% False False 70
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0981
2.618 1.0934
1.618 1.0906
1.000 1.0888
0.618 1.0877
HIGH 1.0860
0.618 1.0849
0.500 1.0845
0.382 1.0842
LOW 1.0831
0.618 1.0813
1.000 1.0803
1.618 1.0785
2.618 1.0756
4.250 1.0710
Fisher Pivots for day following 05-Feb-2024
Pivot 1 day 3 day
R1 1.0845 1.0914
PP 1.0845 1.0891
S1 1.0845 1.0868

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

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