CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 06-Jul-2023
Day Change Summary
Previous Current
05-Jul-2023 06-Jul-2023 Change Change % Previous Week
Open 1.1007 1.0993 -0.0015 -0.1% 1.1046
High 1.1007 1.1023 0.0016 0.1% 1.1113
Low 1.0994 1.0980 -0.0015 -0.1% 1.0984
Close 1.0994 1.1023 0.0029 0.3% 1.1056
Range 0.0013 0.0044 0.0031 234.6% 0.0129
ATR 0.0052 0.0052 -0.0001 -1.2% 0.0000
Volume 112 59 -53 -47.3% 136
Daily Pivots for day following 06-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1139 1.1125 1.1047
R3 1.1096 1.1081 1.1035
R2 1.1052 1.1052 1.1031
R1 1.1038 1.1038 1.1027 1.1045
PP 1.1009 1.1009 1.1009 1.1012
S1 1.0994 1.0994 1.1019 1.1001
S2 1.0965 1.0965 1.1015
S3 1.0922 1.0951 1.1011
S4 1.0878 1.0907 1.0999
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 1.0980 0.0091 0.8% 0.0033 0.3% 48% False True 52
10 1.1141 1.0980 0.0161 1.5% 0.0031 0.3% 27% False True 66
20 1.1141 1.0856 0.0285 2.6% 0.0040 0.4% 59% False False 54
40 1.1141 1.0822 0.0319 2.9% 0.0032 0.3% 63% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1208
2.618 1.1137
1.618 1.1093
1.000 1.1067
0.618 1.1050
HIGH 1.1023
0.618 1.1006
0.500 1.1001
0.382 1.0996
LOW 1.0980
0.618 1.0953
1.000 1.0936
1.618 1.0909
2.618 1.0866
4.250 1.0795
Fisher Pivots for day following 06-Jul-2023
Pivot 1 day 3 day
R1 1.1016 1.1025
PP 1.1009 1.1024
S1 1.1001 1.1024

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

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