CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 02-Aug-2023
Day Change Summary
Previous Current
01-Aug-2023 02-Aug-2023 Change Change % Previous Week
Open 1.1113 1.1117 0.0004 0.0% 1.1263
High 1.1113 1.1117 0.0004 0.0% 1.1268
Low 1.1094 1.1072 -0.0023 -0.2% 1.1077
Close 1.1103 1.1072 -0.0032 -0.3% 1.1156
Range 0.0019 0.0046 0.0027 139.5% 0.0192
ATR 0.0058 0.0057 -0.0001 -1.5% 0.0000
Volume 64 48 -16 -25.0% 612
Daily Pivots for day following 02-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1223 1.1193 1.1097
R3 1.1178 1.1147 1.1084
R2 1.1132 1.1132 1.1080
R1 1.1102 1.1102 1.1076 1.1094
PP 1.1087 1.1087 1.1087 1.1083
S1 1.1056 1.1056 1.1067 1.1049
S2 1.1041 1.1041 1.1063
S3 1.0996 1.1011 1.1059
S4 1.0950 1.0965 1.1046
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 1.1072 0.0197 1.8% 0.0071 0.6% 0% False True 49
10 1.1295 1.1072 0.0224 2.0% 0.0055 0.5% 0% False True 78
20 1.1382 1.0980 0.0402 3.6% 0.0049 0.4% 23% False False 72
40 1.1382 1.0848 0.0534 4.8% 0.0044 0.4% 42% False False 61
60 1.1382 1.0822 0.0560 5.1% 0.0037 0.3% 45% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1310
2.618 1.1236
1.618 1.1191
1.000 1.1163
0.618 1.1145
HIGH 1.1117
0.618 1.1100
0.500 1.1094
0.382 1.1089
LOW 1.1072
0.618 1.1043
1.000 1.1026
1.618 1.0998
2.618 1.0952
4.250 1.0878
Fisher Pivots for day following 02-Aug-2023
Pivot 1 day 3 day
R1 1.1094 1.1115
PP 1.1087 1.1101
S1 1.1079 1.1086

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

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