CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 26-Jun-2023
Day Change Summary
Previous Current
23-Jun-2023 26-Jun-2023 Change Change % Previous Week
Open 1.1030 1.1046 0.0016 0.1% 1.1091
High 1.1042 1.1059 0.0018 0.2% 1.1141
Low 1.0993 1.1033 0.0040 0.4% 1.0993
Close 1.1036 1.1059 0.0024 0.2% 1.1036
Range 0.0049 0.0027 -0.0022 -45.4% 0.0148
ATR 0.0055 0.0053 -0.0002 -3.7% 0.0000
Volume 28 28 0 0.0% 534
Daily Pivots for day following 26-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1130 1.1121 1.1074
R3 1.1103 1.1094 1.1066
R2 1.1077 1.1077 1.1064
R1 1.1068 1.1068 1.1061 1.1072
PP 1.1050 1.1050 1.1050 1.1052
S1 1.1041 1.1041 1.1057 1.1046
S2 1.1024 1.1024 1.1054
S3 1.0997 1.1015 1.1052
S4 1.0971 1.0988 1.1044
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% 0.0044 0.4% 45% False False 112
10 1.1141 1.0900 0.0241 2.2% 0.0051 0.5% 66% False False 72
20 1.1141 1.0822 0.0319 2.9% 0.0041 0.4% 74% False False 49
40 1.1216 1.0822 0.0394 3.6% 0.0032 0.3% 60% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1172
2.618 1.1128
1.618 1.1102
1.000 1.1086
0.618 1.1075
HIGH 1.1059
0.618 1.1049
0.500 1.1046
0.382 1.1043
LOW 1.1033
0.618 1.1016
1.000 1.1006
1.618 1.0990
2.618 1.0963
4.250 1.0920
Fisher Pivots for day following 26-Jun-2023
Pivot 1 day 3 day
R1 1.1055 1.1067
PP 1.1050 1.1064
S1 1.1046 1.1062

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

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