CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 09-Jun-2023
Day Change Summary
Previous Current
08-Jun-2023 09-Jun-2023 Change Change % Previous Week
Open 1.0889 1.0909 0.0021 0.2% 1.0876
High 1.0940 1.0941 0.0001 0.0% 1.0941
Low 1.0889 1.0906 0.0017 0.2% 1.0848
Close 1.0938 1.0909 -0.0029 -0.3% 1.0909
Range 0.0052 0.0036 -0.0016 -31.1% 0.0093
ATR 0.0044 0.0044 -0.0001 -1.4% 0.0000
Volume 20 8 -12 -60.0% 132
Daily Pivots for day following 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1025 1.1003 1.0929
R3 1.0990 1.0967 1.0919
R2 1.0954 1.0954 1.0916
R1 1.0932 1.0932 1.0912 1.0927
PP 1.0919 1.0919 1.0919 1.0916
S1 1.0896 1.0896 1.0906 1.0891
S2 1.0883 1.0883 1.0902
S3 1.0848 1.0861 1.0899
S4 1.0812 1.0825 1.0889
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1178 1.1137 1.0960
R3 1.1085 1.1044 1.0935
R2 1.0992 1.0992 1.0926
R1 1.0951 1.0951 1.0918 1.0972
PP 1.0899 1.0899 1.0899 1.0910
S1 1.0858 1.0858 1.0900 1.0879
S2 1.0806 1.0806 1.0892
S3 1.0713 1.0765 1.0883
S4 1.0620 1.0672 1.0858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0941 1.0848 0.0093 0.9% 0.0023 0.2% 66% True False 26
10 1.0941 1.0822 0.0119 1.1% 0.0031 0.3% 73% True False 26
20 1.1080 1.0822 0.0258 2.4% 0.0028 0.3% 34% False False 32
Crabel Price Patterns
NR True
NR4 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1092
2.618 1.1034
1.618 1.0998
1.000 1.0977
0.618 1.0963
HIGH 1.0941
0.618 1.0927
0.500 1.0923
0.382 1.0919
LOW 1.0906
0.618 1.0884
1.000 1.0870
1.618 1.0848
2.618 1.0813
4.250 1.0755
Fisher Pivots for day following 09-Jun-2023
Pivot 1 day 3 day
R1 1.0923 1.0906
PP 1.0919 1.0902
S1 1.0914 1.0899

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

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