CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 22-Jun-2023
Day Change Summary
Previous Current
21-Jun-2023 22-Jun-2023 Change Change % Previous Week
Open 1.1066 1.1141 0.0075 0.7% 1.0903
High 1.1133 1.1141 0.0008 0.1% 1.1110
Low 1.1066 1.1094 0.0029 0.3% 1.0900
Close 1.1133 1.1103 -0.0031 -0.3% 1.1097
Range 0.0068 0.0047 -0.0021 -31.1% 0.0210
ATR 0.0051 0.0050 0.0000 -0.6% 0.0000
Volume 4 276 272 6,800.0% 158
Daily Pivots for day following 22-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1252 1.1224 1.1128
R3 1.1205 1.1177 1.1115
R2 1.1159 1.1159 1.1111
R1 1.1131 1.1131 1.1107 1.1122
PP 1.1112 1.1112 1.1112 1.1108
S1 1.1084 1.1084 1.1098 1.1075
S2 1.1066 1.1066 1.1094
S3 1.1019 1.1038 1.1090
S4 1.0973 1.0991 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 1.1141 1.0970 0.0171 1.5% 0.0063 0.6% 78% True False 116
10 1.1141 1.0889 0.0252 2.3% 0.0052 0.5% 85% True False 69
20 1.1141 1.0822 0.0319 2.9% 0.0037 0.3% 88% True False 46
40 1.1223 1.0822 0.0401 3.6% 0.0033 0.3% 70% False False 35
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1338
2.618 1.1262
1.618 1.1216
1.000 1.1187
0.618 1.1169
HIGH 1.1141
0.618 1.1123
0.500 1.1117
0.382 1.1112
LOW 1.1094
0.618 1.1065
1.000 1.1048
1.618 1.1019
2.618 1.0972
4.250 1.0896
Fisher Pivots for day following 22-Jun-2023
Pivot 1 day 3 day
R1 1.1117 1.1101
PP 1.1112 1.1100
S1 1.1107 1.1099

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

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