CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 07-Jun-2023
Day Change Summary
Previous Current
06-Jun-2023 07-Jun-2023 Change Change % Previous Week
Open 1.0855 1.0856 0.0002 0.0% 1.0889
High 1.0856 1.0870 0.0014 0.1% 1.0936
Low 1.0848 1.0856 0.0008 0.1% 1.0822
Close 1.0856 1.0863 0.0007 0.1% 1.0875
Range 0.0008 0.0014 0.0006 75.0% 0.0114
ATR 0.0044 0.0042 -0.0002 -4.9% 0.0000
Volume 8 4 -4 -50.0% 113
Daily Pivots for day following 07-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.0905 1.0898 1.0871
R3 1.0891 1.0884 1.0867
R2 1.0877 1.0877 1.0866
R1 1.0870 1.0870 1.0864 1.0874
PP 1.0863 1.0863 1.0863 1.0865
S1 1.0856 1.0856 1.0862 1.0860
S2 1.0849 1.0849 1.0860
S3 1.0835 1.0842 1.0859
S4 1.0821 1.0828 1.0855
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1220 1.1161 1.0937
R3 1.1106 1.1047 1.0906
R2 1.0992 1.0992 1.0895
R1 1.0933 1.0933 1.0885 1.0905
PP 1.0878 1.0878 1.0878 1.0864
S1 1.0819 1.0819 1.0864 1.0791
S2 1.0764 1.0764 1.0854
S3 1.0650 1.0705 1.0843
S4 1.0536 1.0591 1.0812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0936 1.0848 0.0088 0.8% 0.0030 0.3% 17% False False 38
10 1.0936 1.0822 0.0114 1.0% 0.0022 0.2% 36% False False 23
20 1.1128 1.0822 0.0306 2.8% 0.0026 0.2% 13% False False 32
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 True
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 1.0930
2.618 1.0907
1.618 1.0893
1.000 1.0884
0.618 1.0879
HIGH 1.0870
0.618 1.0865
0.500 1.0863
0.382 1.0861
LOW 1.0856
0.618 1.0847
1.000 1.0842
1.618 1.0833
2.618 1.0819
4.250 1.0797
Fisher Pivots for day following 07-Jun-2023
Pivot 1 day 3 day
R1 1.0863 1.0863
PP 1.0863 1.0862
S1 1.0863 1.0862

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

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