CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 23-Jun-2023
Day Change Summary
Previous Current
22-Jun-2023 23-Jun-2023 Change Change % Previous Week
Open 1.1141 1.1030 -0.0111 -1.0% 1.1091
High 1.1141 1.1042 -0.0099 -0.9% 1.1141
Low 1.1094 1.0993 -0.0101 -0.9% 1.0993
Close 1.1103 1.1036 -0.0067 -0.6% 1.1036
Range 0.0047 0.0049 0.0002 4.3% 0.0148
ATR 0.0050 0.0055 0.0004 8.3% 0.0000
Volume 276 28 -248 -89.9% 534
Daily Pivots for day following 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1169 1.1151 1.1062
R3 1.1120 1.1102 1.1049
R2 1.1072 1.1072 1.1044
R1 1.1054 1.1054 1.1040 1.1063
PP 1.1023 1.1023 1.1023 1.1028
S1 1.1005 1.1005 1.1031 1.1014
S2 1.0975 1.0975 1.1027
S3 1.0926 1.0957 1.1022
S4 1.0878 1.0908 1.1009
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1499 1.1415 1.1117
R3 1.1351 1.1267 1.1076
R2 1.1204 1.1204 1.1063
R1 1.1120 1.1120 1.1049 1.1088
PP 1.1056 1.1056 1.1056 1.1041
S1 1.0972 1.0972 1.1022 1.0941
S2 1.0909 1.0909 1.1008
S3 1.0761 1.0825 1.0995
S4 1.0614 1.0677 1.0954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1141 1.0993 0.0148 1.3% 0.0046 0.4% 29% False True 108
10 1.1141 1.0900 0.0241 2.2% 0.0051 0.5% 56% False False 70
20 1.1141 1.0822 0.0319 2.9% 0.0039 0.4% 67% False False 47
40 1.1216 1.0822 0.0394 3.6% 0.0033 0.3% 54% False False 35
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1248
2.618 1.1168
1.618 1.1120
1.000 1.1090
0.618 1.1071
HIGH 1.1042
0.618 1.1023
0.500 1.1017
0.382 1.1012
LOW 1.0993
0.618 1.0963
1.000 1.0945
1.618 1.0915
2.618 1.0866
4.250 1.0787
Fisher Pivots for day following 23-Jun-2023
Pivot 1 day 3 day
R1 1.1029 1.1067
PP 1.1023 1.1056
S1 1.1017 1.1046

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

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