CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 28-Jun-2023
Day Change Summary
Previous Current
27-Jun-2023 28-Jun-2023 Change Change % Previous Week
Open 1.1113 1.1065 -0.0048 -0.4% 1.1091
High 1.1113 1.1068 -0.0045 -0.4% 1.1141
Low 1.1104 1.1057 -0.0047 -0.4% 1.0993
Close 1.1104 1.1068 -0.0036 -0.3% 1.1036
Range 0.0009 0.0011 0.0003 29.4% 0.0148
ATR 0.0053 0.0052 0.0000 -0.8% 0.0000
Volume 58 9 -49 -84.5% 534
Daily Pivots for day following 28-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1097 1.1094 1.1074
R3 1.1086 1.1083 1.1071
R2 1.1075 1.1075 1.1070
R1 1.1072 1.1072 1.1069 1.1074
PP 1.1064 1.1064 1.1064 1.1065
S1 1.1061 1.1061 1.1067 1.1063
S2 1.1053 1.1053 1.1066
S3 1.1042 1.1050 1.1065
S4 1.1031 1.1039 1.1062
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% 0.0028 0.3% 51% False False 79
10 1.1141 1.0945 0.0196 1.8% 0.0048 0.4% 63% False False 74
20 1.1141 1.0822 0.0319 2.9% 0.0039 0.4% 77% False False 50
40 1.1216 1.0822 0.0394 3.6% 0.0031 0.3% 62% False False 37
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1115
2.618 1.1097
1.618 1.1086
1.000 1.1079
0.618 1.1075
HIGH 1.1068
0.618 1.1064
0.500 1.1063
0.382 1.1061
LOW 1.1057
0.618 1.1050
1.000 1.1046
1.618 1.1039
2.618 1.1028
4.250 1.1010
Fisher Pivots for day following 28-Jun-2023
Pivot 1 day 3 day
R1 1.1066 1.1073
PP 1.1064 1.1071
S1 1.1063 1.1070

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

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