CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 11-Jul-2023
Day Change Summary
Previous Current
10-Jul-2023 11-Jul-2023 Change Change % Previous Week
Open 1.1118 1.1155 0.0037 0.3% 1.1032
High 1.1139 1.1155 0.0016 0.1% 1.1110
Low 1.1118 1.1129 0.0011 0.1% 1.0980
Close 1.1139 1.1139 -0.0001 0.0% 1.1110
Range 0.0021 0.0026 0.0005 23.8% 0.0131
ATR 0.0052 0.0050 -0.0002 -3.6% 0.0000
Volume 73 33 -40 -54.8% 311
Daily Pivots for day following 11-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1219 1.1205 1.1153
R3 1.1193 1.1179 1.1146
R2 1.1167 1.1167 1.1143
R1 1.1153 1.1153 1.1141 1.1147
PP 1.1141 1.1141 1.1141 1.1138
S1 1.1127 1.1127 1.1136 1.1121
S2 1.1115 1.1115 1.1134
S3 1.1089 1.1101 1.1131
S4 1.1063 1.1075 1.1124
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 1.1155 1.0980 0.0176 1.6% 0.0033 0.3% 91% True False 73
10 1.1155 1.0980 0.0176 1.6% 0.0029 0.3% 91% True False 52
20 1.1155 1.0900 0.0256 2.3% 0.0040 0.4% 94% True False 62
40 1.1155 1.0822 0.0333 3.0% 0.0034 0.3% 95% True False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1266
2.618 1.1223
1.618 1.1197
1.000 1.1181
0.618 1.1171
HIGH 1.1155
0.618 1.1145
0.500 1.1142
0.382 1.1139
LOW 1.1129
0.618 1.1113
1.000 1.1103
1.618 1.1087
2.618 1.1061
4.250 1.1019
Fisher Pivots for day following 11-Jul-2023
Pivot 1 day 3 day
R1 1.1142 1.1126
PP 1.1141 1.1114
S1 1.1140 1.1102

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

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