CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 16-Jun-2023
Day Change Summary
Previous Current
15-Jun-2023 16-Jun-2023 Change Change % Previous Week
Open 1.0970 1.1108 0.0138 1.3% 1.0903
High 1.1103 1.1110 0.0007 0.1% 1.1110
Low 1.0970 1.1074 0.0104 0.9% 1.0900
Close 1.1103 1.1097 -0.0006 -0.1% 1.1097
Range 0.0133 0.0036 -0.0098 -73.3% 0.0210
ATR 0.0051 0.0050 -0.0001 -2.2% 0.0000
Volume 71 6 -65 -91.5% 158
Daily Pivots for day following 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1200 1.1184 1.1117
R3 1.1165 1.1149 1.1107
R2 1.1129 1.1129 1.1104
R1 1.1113 1.1113 1.1100 1.1103
PP 1.1094 1.1094 1.1094 1.1089
S1 1.1078 1.1078 1.1094 1.1068
S2 1.1058 1.1058 1.1090
S3 1.1023 1.1042 1.1087
S4 1.0987 1.1007 1.1077
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1665 1.1591 1.1213
R3 1.1455 1.1381 1.1155
R2 1.1245 1.1245 1.1136
R1 1.1171 1.1171 1.1116 1.1208
PP 1.1035 1.1035 1.1035 1.1054
S1 1.0961 1.0961 1.1078 1.0998
S2 1.0825 1.0825 1.1059
S3 1.0615 1.0751 1.1039
S4 1.0405 1.0541 1.0982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1110 1.0900 0.0210 1.9% 0.0057 0.5% 94% True False 31
10 1.1110 1.0848 0.0262 2.4% 0.0040 0.4% 95% True False 29
20 1.1110 1.0822 0.0288 2.6% 0.0034 0.3% 96% True False 29
40 1.1223 1.0822 0.0401 3.6% 0.0031 0.3% 69% False False 23
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 True
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1260
2.618 1.1202
1.618 1.1167
1.000 1.1145
0.618 1.1131
HIGH 1.1110
0.618 1.1096
0.500 1.1092
0.382 1.1088
LOW 1.1074
0.618 1.1052
1.000 1.1039
1.618 1.1017
2.618 1.0981
4.250 1.0923
Fisher Pivots for day following 16-Jun-2023
Pivot 1 day 3 day
R1 1.1095 1.1074
PP 1.1094 1.1051
S1 1.1092 1.1027

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

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