CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 20-Jul-2023
Day Change Summary
Previous Current
19-Jul-2023 20-Jul-2023 Change Change % Previous Week
Open 1.1375 1.1295 -0.0080 -0.7% 1.1118
High 1.1375 1.1295 -0.0080 -0.7% 1.1376
Low 1.1330 1.1259 -0.0071 -0.6% 1.1118
Close 1.1337 1.1260 -0.0077 -0.7% 1.1370
Range 0.0045 0.0036 -0.0009 -20.0% 0.0258
ATR 0.0052 0.0053 0.0002 3.7% 0.0000
Volume 4 17 13 325.0% 389
Daily Pivots for day following 20-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1379 1.1356 1.1280
R3 1.1343 1.1320 1.1270
R2 1.1307 1.1307 1.1267
R1 1.1284 1.1284 1.1263 1.1278
PP 1.1271 1.1271 1.1271 1.1268
S1 1.1248 1.1248 1.1257 1.1242
S2 1.1235 1.1235 1.1253
S3 1.1199 1.1212 1.1250
S4 1.1163 1.1176 1.1240
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 1.1259 0.0123 1.1% 0.0032 0.3% 1% False True 50
10 1.1382 1.1050 0.0332 2.9% 0.0044 0.4% 63% False False 62
20 1.1382 1.0980 0.0402 3.6% 0.0037 0.3% 70% False False 64
40 1.1382 1.0822 0.0560 5.0% 0.0036 0.3% 78% False False 50
60 1.1382 1.0822 0.0560 5.0% 0.0033 0.3% 78% False False 40
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1448
2.618 1.1389
1.618 1.1353
1.000 1.1331
0.618 1.1317
HIGH 1.1295
0.618 1.1281
0.500 1.1277
0.382 1.1273
LOW 1.1259
0.618 1.1237
1.000 1.1223
1.618 1.1201
2.618 1.1165
4.250 1.1106
Fisher Pivots for day following 20-Jul-2023
Pivot 1 day 3 day
R1 1.1277 1.1320
PP 1.1271 1.1300
S1 1.1266 1.1280

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

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