CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 24-Jul-2023
Day Change Summary
Previous Current
21-Jul-2023 24-Jul-2023 Change Change % Previous Week
Open 1.1259 1.1263 0.0005 0.0% 1.1377
High 1.1276 1.1263 -0.0013 -0.1% 1.1382
Low 1.1255 1.1195 -0.0060 -0.5% 1.1255
Close 1.1259 1.1205 -0.0054 -0.5% 1.1259
Range 0.0022 0.0068 0.0047 216.3% 0.0127
ATR 0.0051 0.0052 0.0001 2.3% 0.0000
Volume 0 30 30 140
Daily Pivots for day following 24-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1425 1.1383 1.1242
R3 1.1357 1.1315 1.1224
R2 1.1289 1.1289 1.1217
R1 1.1247 1.1247 1.1211 1.1234
PP 1.1221 1.1221 1.1221 1.1215
S1 1.1179 1.1179 1.1199 1.1166
S2 1.1153 1.1153 1.1193
S3 1.1085 1.1111 1.1186
S4 1.1017 1.1043 1.1168
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 1.1195 0.0187 1.7% 0.0039 0.3% 5% False True 16
10 1.1382 1.1129 0.0253 2.3% 0.0044 0.4% 30% False False 48
20 1.1382 1.0980 0.0402 3.6% 0.0037 0.3% 56% False False 50
40 1.1382 1.0822 0.0560 5.0% 0.0038 0.3% 68% False False 48
60 1.1382 1.0822 0.0560 5.0% 0.0034 0.3% 68% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1552
2.618 1.1441
1.618 1.1373
1.000 1.1331
0.618 1.1305
HIGH 1.1263
0.618 1.1237
0.500 1.1229
0.382 1.1221
LOW 1.1195
0.618 1.1153
1.000 1.1127
1.618 1.1085
2.618 1.1017
4.250 1.0906
Fisher Pivots for day following 24-Jul-2023
Pivot 1 day 3 day
R1 1.1229 1.1245
PP 1.1221 1.1232
S1 1.1213 1.1218

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

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