CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 03-Jul-2023
Day Change Summary
Previous Current
30-Jun-2023 03-Jul-2023 Change Change % Previous Week
Open 1.1014 1.1032 0.0018 0.2% 1.1046
High 1.1038 1.1071 0.0033 0.3% 1.1113
Low 1.0984 1.1032 0.0048 0.4% 1.0984
Close 1.1056 1.1055 -0.0002 0.0% 1.1056
Range 0.0055 0.0039 -0.0016 -28.4% 0.0129
ATR 0.0053 0.0052 -0.0001 -1.8% 0.0000
Volume 29 49 20 69.0% 136
Daily Pivots for day following 03-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1169 1.1151 1.1076
R3 1.1130 1.1112 1.1065
R2 1.1091 1.1091 1.1062
R1 1.1073 1.1073 1.1058 1.1082
PP 1.1052 1.1052 1.1052 1.1057
S1 1.1034 1.1034 1.1051 1.1043
S2 1.1013 1.1013 1.1047
S3 1.0974 1.0995 1.1044
S4 1.0935 1.0956 1.1033
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% 0.0026 0.2% 55% False False 31
10 1.1141 1.0984 0.0157 1.4% 0.0035 0.3% 45% False False 71
20 1.1141 1.0848 0.0293 2.6% 0.0038 0.3% 71% False False 50
40 1.1194 1.0822 0.0372 3.4% 0.0033 0.3% 63% False False 39
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1236
2.618 1.1173
1.618 1.1134
1.000 1.1110
0.618 1.1095
HIGH 1.1071
0.618 1.1056
0.500 1.1051
0.382 1.1046
LOW 1.1032
0.618 1.1007
1.000 1.0993
1.618 1.0968
2.618 1.0929
4.250 1.0866
Fisher Pivots for day following 03-Jul-2023
Pivot 1 day 3 day
R1 1.1053 1.1045
PP 1.1052 1.1036
S1 1.1051 1.1027

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

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