CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 21-Jul-2023
Day Change Summary
Previous Current
20-Jul-2023 21-Jul-2023 Change Change % Previous Week
Open 1.1295 1.1259 -0.0037 -0.3% 1.1377
High 1.1295 1.1276 -0.0019 -0.2% 1.1382
Low 1.1259 1.1255 -0.0005 0.0% 1.1255
Close 1.1260 1.1259 -0.0002 0.0% 1.1259
Range 0.0036 0.0022 -0.0015 -40.3% 0.0127
ATR 0.0053 0.0051 -0.0002 -4.3% 0.0000
Volume 17 0 -17 -100.0% 140
Daily Pivots for day following 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1328 1.1315 1.1270
R3 1.1306 1.1293 1.1264
R2 1.1285 1.1285 1.1262
R1 1.1272 1.1272 1.1260 1.1269
PP 1.1263 1.1263 1.1263 1.1262
S1 1.1250 1.1250 1.1257 1.1248
S2 1.1242 1.1242 1.1255
S3 1.1220 1.1229 1.1253
S4 1.1199 1.1207 1.1247
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1679 1.1596 1.1328
R3 1.1552 1.1469 1.1293
R2 1.1425 1.1425 1.1282
R1 1.1342 1.1342 1.1270 1.1320
PP 1.1298 1.1298 1.1298 1.1287
S1 1.1215 1.1215 1.1247 1.1193
S2 1.1171 1.1171 1.1235
S3 1.1044 1.1088 1.1224
S4 1.0917 1.0961 1.1189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1382 1.1255 0.0127 1.1% 0.0031 0.3% 3% False True 28
10 1.1382 1.1118 0.0264 2.3% 0.0040 0.4% 53% False False 52
20 1.1382 1.0980 0.0402 3.6% 0.0036 0.3% 69% False False 50
40 1.1382 1.0822 0.0560 5.0% 0.0036 0.3% 78% False False 48
60 1.1382 1.0822 0.0560 5.0% 0.0034 0.3% 78% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1367
2.618 1.1332
1.618 1.1311
1.000 1.1298
0.618 1.1289
HIGH 1.1276
0.618 1.1268
0.500 1.1265
0.382 1.1263
LOW 1.1255
0.618 1.1241
1.000 1.1233
1.618 1.1220
2.618 1.1198
4.250 1.1163
Fisher Pivots for day following 21-Jul-2023
Pivot 1 day 3 day
R1 1.1265 1.1315
PP 1.1263 1.1296
S1 1.1261 1.1277

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

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