CME Euro FX (E) Future September 2024


Trading Metrics calculated at close of trading on 06-Jun-2024
Day Change Summary
Previous Current
05-Jun-2024 06-Jun-2024 Change Change % Previous Week
Open 1.0932 1.0921 -0.0011 -0.1% 1.0903
High 1.0943 1.0952 0.0009 0.1% 1.0943
Low 1.0907 1.0913 0.0006 0.1% 1.0842
Close 1.0927 1.0944 0.0017 0.2% 1.0895
Range 0.0037 0.0040 0.0003 8.2% 0.0101
ATR 0.0052 0.0051 -0.0001 -1.7% 0.0000
Volume 28,212 25,939 -2,273 -8.1% 21,356
Daily Pivots for day following 06-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1055 1.1039 1.0966
R3 1.1015 1.0999 1.0955
R2 1.0976 1.0976 1.0951
R1 1.0960 1.0960 1.0948 1.0968
PP 1.0936 1.0936 1.0936 1.0940
S1 1.0920 1.0920 1.0940 1.0928
S2 1.0897 1.0897 1.0937
S3 1.0857 1.0881 1.0933
S4 1.0818 1.0841 1.0922
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 1.1196 1.1147 1.0951
R3 1.1095 1.1046 1.0923
R2 1.0994 1.0994 1.0914
R1 1.0945 1.0945 1.0904 1.0919
PP 1.0893 1.0893 1.0893 1.0881
S1 1.0844 1.0844 1.0886 1.0818
S2 1.0792 1.0792 1.0876
S3 1.0691 1.0743 1.0867
S4 1.0590 1.0642 1.0839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0968 1.0865 0.0104 0.9% 0.0056 0.5% 77% False False 17,781
10 1.0968 1.0842 0.0126 1.2% 0.0055 0.5% 81% False False 10,863
20 1.0968 1.0789 0.0179 1.6% 0.0049 0.4% 87% False False 6,135
40 1.0968 1.0674 0.0295 2.7% 0.0053 0.5% 92% False False 3,538
60 1.1043 1.0674 0.0370 3.4% 0.0053 0.5% 73% False False 2,524
80 1.1060 1.0674 0.0387 3.5% 0.0047 0.4% 70% False False 1,916
100 1.1060 1.0674 0.0387 3.5% 0.0045 0.4% 70% False False 1,544
120 1.1252 1.0674 0.0579 5.3% 0.0044 0.4% 47% False False 1,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1120
2.618 1.1055
1.618 1.1016
1.000 1.0992
0.618 1.0976
HIGH 1.0952
0.618 1.0937
0.500 1.0932
0.382 1.0928
LOW 1.0913
0.618 1.0888
1.000 1.0873
1.618 1.0849
2.618 1.0809
4.250 1.0745
Fisher Pivots for day following 06-Jun-2024
Pivot 1 day 3 day
R1 1.0940 1.0942
PP 1.0936 1.0940
S1 1.0932 1.0937

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

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