CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 06-Feb-2024
Day Change Summary
Previous Current
05-Feb-2024 06-Feb-2024 Change Change % Previous Week
Open 1.0860 1.0853 -0.0007 -0.1% 1.0946
High 1.0860 1.0855 -0.0005 0.0% 1.0998
Low 1.0831 1.0831 0.0000 0.0% 1.0885
Close 1.0846 1.0851 0.0005 0.0% 1.0896
Range 0.0029 0.0024 -0.0005 -17.5% 0.0113
ATR 0.0055 0.0053 -0.0002 -4.1% 0.0000
Volume 16 105 89 556.3% 310
Daily Pivots for day following 06-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.0916 1.0907 1.0863
R3 1.0892 1.0883 1.0857
R2 1.0869 1.0869 1.0855
R1 1.0860 1.0860 1.0853 1.0853
PP 1.0845 1.0845 1.0845 1.0842
S1 1.0836 1.0836 1.0848 1.0829
S2 1.0822 1.0822 1.0846
S3 1.0798 1.0813 1.0844
S4 1.0775 1.0789 1.0838
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% 0.0060 0.6% 12% False True 57
10 1.1006 1.0831 0.0175 1.6% 0.0046 0.4% 11% False True 50
20 1.1094 1.0831 0.0263 2.4% 0.0039 0.4% 7% False True 56
40 1.1252 1.0831 0.0421 3.9% 0.0041 0.4% 5% False True 69
60 1.1252 1.0811 0.0441 4.1% 0.0038 0.3% 9% False False 72
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0954
2.618 1.0916
1.618 1.0893
1.000 1.0878
0.618 1.0869
HIGH 1.0855
0.618 1.0846
0.500 1.0843
0.382 1.0840
LOW 1.0831
0.618 1.0816
1.000 1.0808
1.618 1.0793
2.618 1.0769
4.250 1.0731
Fisher Pivots for day following 06-Feb-2024
Pivot 1 day 3 day
R1 1.0848 1.0914
PP 1.0845 1.0893
S1 1.0843 1.0872

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

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