CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 1.1159 1.1113 -0.0046 -0.4% 1.1263
High 1.1159 1.1113 -0.0046 -0.4% 1.1268
Low 1.1129 1.1094 -0.0035 -0.3% 1.1077
Close 1.1129 1.1103 -0.0026 -0.2% 1.1156
Range 0.0030 0.0019 -0.0011 -36.7% 0.0192
ATR 0.0059 0.0058 -0.0002 -2.9% 0.0000
Volume 44 64 20 45.5% 612
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1160 1.1151 1.1113
R3 1.1141 1.1132 1.1108
R2 1.1122 1.1122 1.1106
R1 1.1113 1.1113 1.1105 1.1108
PP 1.1103 1.1103 1.1103 1.1101
S1 1.1094 1.1094 1.1101 1.1089
S2 1.1084 1.1084 1.1100
S3 1.1065 1.1075 1.1098
S4 1.1046 1.1056 1.1093
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% 0.0070 0.6% 14% False False 52
10 1.1375 1.1077 0.0299 2.7% 0.0055 0.5% 9% False False 74
20 1.1382 1.0980 0.0402 3.6% 0.0048 0.4% 31% False False 75
40 1.1382 1.0848 0.0534 4.8% 0.0043 0.4% 48% False False 63
60 1.1382 1.0822 0.0560 5.0% 0.0038 0.3% 50% False False 51
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 0.0003
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1194
2.618 1.1163
1.618 1.1144
1.000 1.1132
0.618 1.1125
HIGH 1.1113
0.618 1.1106
0.500 1.1104
0.382 1.1101
LOW 1.1094
0.618 1.1082
1.000 1.1075
1.618 1.1063
2.618 1.1044
4.250 1.1013
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 1.1104 1.1122
PP 1.1103 1.1116
S1 1.1103 1.1109

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.