CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 07-Jul-2023
Day Change Summary
Previous Current
06-Jul-2023 07-Jul-2023 Change Change % Previous Week
Open 1.0993 1.1050 0.0057 0.5% 1.1032
High 1.1023 1.1110 0.0087 0.8% 1.1110
Low 1.0980 1.1050 0.0070 0.6% 1.0980
Close 1.1023 1.1110 0.0087 0.8% 1.1110
Range 0.0044 0.0061 0.0017 39.1% 0.0131
ATR 0.0052 0.0054 0.0003 4.9% 0.0000
Volume 59 91 32 54.2% 311
Daily Pivots for day following 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1271 1.1251 1.1143
R3 1.1211 1.1191 1.1127
R2 1.1150 1.1150 1.1121
R1 1.1130 1.1130 1.1116 1.1140
PP 1.1090 1.1090 1.1090 1.1095
S1 1.1070 1.1070 1.1104 1.1080
S2 1.1029 1.1029 1.1099
S3 1.0969 1.1009 1.1093
S4 1.0908 1.0949 1.1077
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1458 1.1415 1.1182
R3 1.1328 1.1284 1.1146
R2 1.1197 1.1197 1.1134
R1 1.1154 1.1154 1.1122 1.1175
PP 1.1067 1.1067 1.1067 1.1077
S1 1.1023 1.1023 1.1098 1.1045
S2 1.0936 1.0936 1.1086
S3 1.0806 1.0893 1.1074
S4 1.0675 1.0762 1.1038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1110 1.0980 0.0131 1.2% 0.0042 0.4% 100% True False 68
10 1.1113 1.0980 0.0133 1.2% 0.0032 0.3% 98% False False 47
20 1.1141 1.0889 0.0252 2.3% 0.0042 0.4% 88% False False 58
40 1.1141 1.0822 0.0319 2.9% 0.0034 0.3% 90% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1367
2.618 1.1268
1.618 1.1208
1.000 1.1171
0.618 1.1147
HIGH 1.1110
0.618 1.1087
0.500 1.1080
0.382 1.1073
LOW 1.1050
0.618 1.1012
1.000 1.0989
1.618 1.0952
2.618 1.0891
4.250 1.0792
Fisher Pivots for day following 07-Jul-2023
Pivot 1 day 3 day
R1 1.1100 1.1088
PP 1.1090 1.1067
S1 1.1080 1.1045

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

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