CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 1.1195 1.1268 0.0074 0.7% 1.1377
High 1.1237 1.1268 0.0031 0.3% 1.1382
Low 1.1194 1.1101 -0.0093 -0.8% 1.1255
Close 1.1237 1.1105 -0.0132 -1.2% 1.1259
Range 0.0043 0.0167 0.0124 288.4% 0.0127
ATR 0.0051 0.0059 0.0008 16.3% 0.0000
Volume 62 48 -14 -22.6% 140
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1659 1.1549 1.1197
R3 1.1492 1.1382 1.1151
R2 1.1325 1.1325 1.1136
R1 1.1215 1.1215 1.1120 1.1187
PP 1.1158 1.1158 1.1158 1.1144
S1 1.1048 1.1048 1.1090 1.1020
S2 1.0991 1.0991 1.1074
S3 1.0824 1.0881 1.1059
S4 1.0657 1.0714 1.1013
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 1.1276 1.1101 0.0175 1.6% 0.0065 0.6% 2% False True 113
10 1.1382 1.1101 0.0281 2.5% 0.0049 0.4% 1% False True 82
20 1.1382 1.0980 0.0402 3.6% 0.0046 0.4% 31% False False 72
40 1.1382 1.0822 0.0560 5.0% 0.0043 0.4% 51% False False 61
60 1.1382 1.0822 0.0560 5.0% 0.0036 0.3% 51% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 1.1978
2.618 1.1705
1.618 1.1538
1.000 1.1435
0.618 1.1371
HIGH 1.1268
0.618 1.1204
0.500 1.1185
0.382 1.1165
LOW 1.1101
0.618 1.0998
1.000 1.0934
1.618 1.0831
2.618 1.0664
4.250 1.0391
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 1.1185 1.1185
PP 1.1158 1.1158
S1 1.1132 1.1132

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

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