CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 30-Jun-2023
Day Change Summary
Previous Current
29-Jun-2023 30-Jun-2023 Change Change % Previous Week
Open 1.1031 1.1014 -0.0018 -0.2% 1.1046
High 1.1031 1.1038 0.0007 0.1% 1.1113
Low 1.1014 1.0984 -0.0031 -0.3% 1.0984
Close 1.1014 1.1056 0.0042 0.4% 1.1056
Range 0.0017 0.0055 0.0038 220.6% 0.0129
ATR 0.0052 0.0053 0.0000 0.3% 0.0000
Volume 12 29 17 141.7% 136
Daily Pivots for day following 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1189 1.1177 1.1086
R3 1.1135 1.1123 1.1071
R2 1.1080 1.1080 1.1066
R1 1.1068 1.1068 1.1061 1.1074
PP 1.1026 1.1026 1.1026 1.1029
S1 1.1014 1.1014 1.1051 1.1020
S2 1.0971 1.0971 1.1046
S3 1.0917 1.0959 1.1041
S4 1.0862 1.0905 1.1026
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1438 1.1376 1.1127
R3 1.1309 1.1247 1.1091
R2 1.1180 1.1180 1.1080
R1 1.1118 1.1118 1.1068 1.1149
PP 1.1051 1.1051 1.1051 1.1066
S1 1.0989 1.0989 1.1044 1.1020
S2 1.0922 1.0922 1.1032
S3 1.0793 1.0860 1.1021
S4 1.0664 1.0731 1.0985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1113 1.0984 0.0129 1.2% 0.0024 0.2% 56% False True 27
10 1.1141 1.0984 0.0157 1.4% 0.0035 0.3% 46% False True 67
20 1.1141 1.0848 0.0293 2.6% 0.0039 0.4% 71% False False 48
40 1.1194 1.0822 0.0372 3.4% 0.0032 0.3% 63% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1270
2.618 1.1181
1.618 1.1126
1.000 1.1093
0.618 1.1072
HIGH 1.1038
0.618 1.1017
0.500 1.1011
0.382 1.1004
LOW 1.0984
0.618 1.0950
1.000 1.0929
1.618 1.0895
2.618 1.0841
4.250 1.0752
Fisher Pivots for day following 30-Jun-2023
Pivot 1 day 3 day
R1 1.1041 1.1046
PP 1.1026 1.1036
S1 1.1011 1.1026

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.