CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 10-Jul-2023
Day Change Summary
Previous Current
07-Jul-2023 10-Jul-2023 Change Change % Previous Week
Open 1.1050 1.1118 0.0069 0.6% 1.1032
High 1.1110 1.1139 0.0029 0.3% 1.1110
Low 1.1050 1.1118 0.0069 0.6% 1.0980
Close 1.1110 1.1139 0.0029 0.3% 1.1110
Range 0.0061 0.0021 -0.0040 -65.3% 0.0131
ATR 0.0054 0.0052 -0.0002 -3.3% 0.0000
Volume 91 73 -18 -19.8% 311
Daily Pivots for day following 10-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1195 1.1188 1.1151
R3 1.1174 1.1167 1.1145
R2 1.1153 1.1153 1.1143
R1 1.1146 1.1146 1.1141 1.1150
PP 1.1132 1.1132 1.1132 1.1134
S1 1.1125 1.1125 1.1137 1.1129
S2 1.1111 1.1111 1.1135
S3 1.1090 1.1104 1.1133
S4 1.1069 1.1083 1.1127
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 1.1139 1.0980 0.0160 1.4% 0.0035 0.3% 100% True False 76
10 1.1139 1.0980 0.0160 1.4% 0.0029 0.3% 100% True False 52
20 1.1141 1.0900 0.0241 2.2% 0.0040 0.4% 99% False False 61
40 1.1141 1.0822 0.0319 2.9% 0.0034 0.3% 100% False False 47
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1228
2.618 1.1194
1.618 1.1173
1.000 1.1160
0.618 1.1152
HIGH 1.1139
0.618 1.1131
0.500 1.1129
0.382 1.1126
LOW 1.1118
0.618 1.1105
1.000 1.1097
1.618 1.1084
2.618 1.1063
4.250 1.1029
Fisher Pivots for day following 10-Jul-2023
Pivot 1 day 3 day
R1 1.1136 1.1112
PP 1.1132 1.1086
S1 1.1129 1.1059

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

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