CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 19-Jul-2023
Day Change Summary
Previous Current
18-Jul-2023 19-Jul-2023 Change Change % Previous Week
Open 1.1374 1.1375 0.0001 0.0% 1.1118
High 1.1382 1.1375 -0.0007 -0.1% 1.1376
Low 1.1358 1.1330 -0.0028 -0.2% 1.1118
Close 1.1366 1.1337 -0.0029 -0.3% 1.1370
Range 0.0024 0.0045 0.0021 87.5% 0.0258
ATR 0.0052 0.0052 -0.0001 -1.0% 0.0000
Volume 33 4 -29 -87.9% 389
Daily Pivots for day following 19-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1482 1.1455 1.1362
R3 1.1437 1.1410 1.1349
R2 1.1392 1.1392 1.1345
R1 1.1365 1.1365 1.1341 1.1356
PP 1.1347 1.1347 1.1347 1.1343
S1 1.1320 1.1320 1.1333 1.1311
S2 1.1302 1.1302 1.1329
S3 1.1257 1.1275 1.1325
S4 1.1212 1.1230 1.1312
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.2062 1.1974 1.1511
R3 1.1804 1.1716 1.1440
R2 1.1546 1.1546 1.1417
R1 1.1458 1.1458 1.1393 1.1502
PP 1.1288 1.1288 1.1288 1.1310
S1 1.1200 1.1200 1.1346 1.1244
S2 1.1030 1.1030 1.1322
S3 1.0772 1.0942 1.1299
S4 1.0514 1.0684 1.1228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1382 1.1291 0.0091 0.8% 0.0038 0.3% 51% False False 57
10 1.1382 1.0980 0.0402 3.5% 0.0044 0.4% 89% False False 66
20 1.1382 1.0980 0.0402 3.5% 0.0039 0.3% 89% False False 63
40 1.1382 1.0822 0.0560 4.9% 0.0036 0.3% 92% False False 51
60 1.1382 1.0822 0.0560 4.9% 0.0033 0.3% 92% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1566
2.618 1.1493
1.618 1.1448
1.000 1.1420
0.618 1.1403
HIGH 1.1375
0.618 1.1358
0.500 1.1353
0.382 1.1347
LOW 1.1330
0.618 1.1302
1.000 1.1285
1.618 1.1257
2.618 1.1212
4.250 1.1139
Fisher Pivots for day following 19-Jul-2023
Pivot 1 day 3 day
R1 1.1353 1.1356
PP 1.1347 1.1350
S1 1.1342 1.1343

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

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