CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 1.1117 1.1050 -0.0067 -0.6% 1.1263
High 1.1117 1.1081 -0.0036 -0.3% 1.1268
Low 1.1072 1.1050 -0.0022 -0.2% 1.1077
Close 1.1072 1.1071 -0.0001 0.0% 1.1156
Range 0.0046 0.0031 -0.0015 -31.9% 0.0192
ATR 0.0057 0.0055 -0.0002 -3.2% 0.0000
Volume 48 31 -17 -35.4% 612
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1160 1.1146 1.1088
R3 1.1129 1.1115 1.1079
R2 1.1098 1.1098 1.1076
R1 1.1084 1.1084 1.1073 1.1091
PP 1.1067 1.1067 1.1067 1.1071
S1 1.1053 1.1053 1.1068 1.1060
S2 1.1036 1.1036 1.1065
S3 1.1005 1.1022 1.1062
S4 1.0974 1.0991 1.1053
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 1.1168 1.1050 0.0118 1.1% 0.0043 0.4% 17% False True 46
10 1.1276 1.1050 0.0226 2.0% 0.0054 0.5% 9% False True 79
20 1.1382 1.1050 0.0332 3.0% 0.0049 0.4% 6% False False 70
40 1.1382 1.0856 0.0526 4.7% 0.0044 0.4% 41% False False 62
60 1.1382 1.0822 0.0560 5.1% 0.0038 0.3% 44% False False 52
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1213
2.618 1.1162
1.618 1.1131
1.000 1.1112
0.618 1.1100
HIGH 1.1081
0.618 1.1069
0.500 1.1066
0.382 1.1062
LOW 1.1050
0.618 1.1031
1.000 1.1019
1.618 1.1000
2.618 1.0969
4.250 1.0918
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 1.1069 1.1084
PP 1.1067 1.1079
S1 1.1066 1.1075

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

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