CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 05-Jul-2023
Day Change Summary
Previous Current
03-Jul-2023 05-Jul-2023 Change Change % Previous Week
Open 1.1032 1.1007 -0.0025 -0.2% 1.1046
High 1.1071 1.1007 -0.0064 -0.6% 1.1113
Low 1.1032 1.0994 -0.0038 -0.3% 1.0984
Close 1.1055 1.0994 -0.0061 -0.5% 1.1056
Range 0.0039 0.0013 -0.0026 -66.7% 0.0129
ATR 0.0052 0.0052 0.0001 1.2% 0.0000
Volume 49 112 63 128.6% 136
Daily Pivots for day following 05-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1037 1.1029 1.1001
R3 1.1024 1.1016 1.0998
R2 1.1011 1.1011 1.0996
R1 1.1003 1.1003 1.0995 1.1001
PP 1.0998 1.0998 1.0998 1.0997
S1 1.0990 1.0990 1.0993 1.0988
S2 1.0985 1.0985 1.0992
S3 1.0972 1.0977 1.0990
S4 1.0959 1.0964 1.0987
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 1.1071 1.0984 0.0087 0.8% 0.0027 0.2% 12% False False 42
10 1.1141 1.0984 0.0157 1.4% 0.0033 0.3% 7% False False 60
20 1.1141 1.0848 0.0293 2.7% 0.0038 0.3% 50% False False 51
40 1.1160 1.0822 0.0338 3.1% 0.0031 0.3% 51% False False 41
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1062
2.618 1.1041
1.618 1.1028
1.000 1.1020
0.618 1.1015
HIGH 1.1007
0.618 1.1002
0.500 1.1001
0.382 1.0999
LOW 1.0994
0.618 1.0986
1.000 1.0981
1.618 1.0973
2.618 1.0960
4.250 1.0939
Fisher Pivots for day following 05-Jul-2023
Pivot 1 day 3 day
R1 1.1001 1.1027
PP 1.0998 1.1016
S1 1.0996 1.1005

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

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