CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 27-Jun-2023
Day Change Summary
Previous Current
26-Jun-2023 27-Jun-2023 Change Change % Previous Week
Open 1.1046 1.1113 0.0067 0.6% 1.1091
High 1.1059 1.1113 0.0054 0.5% 1.1141
Low 1.1033 1.1104 0.0072 0.6% 1.0993
Close 1.1059 1.1104 0.0045 0.4% 1.1036
Range 0.0027 0.0009 -0.0018 -67.9% 0.0148
ATR 0.0053 0.0053 0.0000 0.1% 0.0000
Volume 28 58 30 107.1% 534
Daily Pivots for day following 27-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1132 1.1127 1.1109
R3 1.1124 1.1118 1.1106
R2 1.1115 1.1115 1.1106
R1 1.1110 1.1110 1.1105 1.1108
PP 1.1107 1.1107 1.1107 1.1106
S1 1.1101 1.1101 1.1103 1.1100
S2 1.1098 1.1098 1.1102
S3 1.1090 1.1093 1.1102
S4 1.1081 1.1084 1.1099
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% 0.0040 0.4% 75% False False 78
10 1.1141 1.0945 0.0196 1.8% 0.0049 0.4% 81% False False 76
20 1.1141 1.0822 0.0319 2.9% 0.0039 0.3% 89% False False 51
40 1.1216 1.0822 0.0394 3.5% 0.0031 0.3% 72% False False 37
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 0.0003
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1149
2.618 1.1135
1.618 1.1126
1.000 1.1121
0.618 1.1118
HIGH 1.1113
0.618 1.1109
0.500 1.1108
0.382 1.1107
LOW 1.1104
0.618 1.1099
1.000 1.1096
1.618 1.1090
2.618 1.1082
4.250 1.1068
Fisher Pivots for day following 27-Jun-2023
Pivot 1 day 3 day
R1 1.1108 1.1087
PP 1.1107 1.1070
S1 1.1105 1.1053

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

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