CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 31-Jul-2023
Day Change Summary
Previous Current
28-Jul-2023 31-Jul-2023 Change Change % Previous Week
Open 1.1100 1.1159 0.0059 0.5% 1.1263
High 1.1168 1.1159 -0.0009 -0.1% 1.1268
Low 1.1077 1.1129 0.0053 0.5% 1.1077
Close 1.1156 1.1129 -0.0027 -0.2% 1.1156
Range 0.0092 0.0030 -0.0062 -67.2% 0.0192
ATR 0.0062 0.0059 -0.0002 -3.7% 0.0000
Volume 43 44 1 2.3% 612
Daily Pivots for day following 31-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1229 1.1209 1.1146
R3 1.1199 1.1179 1.1137
R2 1.1169 1.1169 1.1135
R1 1.1149 1.1149 1.1132 1.1144
PP 1.1139 1.1139 1.1139 1.1137
S1 1.1119 1.1119 1.1126 1.1114
S2 1.1109 1.1109 1.1124
S3 1.1079 1.1089 1.1121
S4 1.1049 1.1059 1.1113
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1741 1.1640 1.1261
R3 1.1550 1.1449 1.1209
R2 1.1358 1.1358 1.1191
R1 1.1257 1.1257 1.1174 1.1212
PP 1.1167 1.1167 1.1167 1.1144
S1 1.1066 1.1066 1.1138 1.1021
S2 1.0975 1.0975 1.1121
S3 1.0784 1.0874 1.1103
S4 1.0592 1.0683 1.1051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1268 1.1077 0.0192 1.7% 0.0071 0.6% 27% False False 125
10 1.1382 1.1077 0.0305 2.7% 0.0055 0.5% 17% False False 71
20 1.1382 1.0980 0.0402 3.6% 0.0049 0.4% 37% False False 74
40 1.1382 1.0848 0.0534 4.8% 0.0044 0.4% 53% False False 61
60 1.1382 1.0822 0.0560 5.0% 0.0037 0.3% 55% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1287
2.618 1.1238
1.618 1.1208
1.000 1.1189
0.618 1.1178
HIGH 1.1159
0.618 1.1148
0.500 1.1144
0.382 1.1140
LOW 1.1129
0.618 1.1110
1.000 1.1099
1.618 1.1080
2.618 1.1050
4.250 1.1002
Fisher Pivots for day following 31-Jul-2023
Pivot 1 day 3 day
R1 1.1144 1.1172
PP 1.1139 1.1158
S1 1.1134 1.1143

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

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