CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 07-Aug-2023
Day Change Summary
Previous Current
04-Aug-2023 07-Aug-2023 Change Change % Previous Week
Open 1.1076 1.1096 0.0020 0.2% 1.1159
High 1.1136 1.1138 0.0002 0.0% 1.1159
Low 1.1064 1.1096 0.0033 0.3% 1.1050
Close 1.1136 1.1133 -0.0003 0.0% 1.1136
Range 0.0073 0.0042 -0.0031 -42.8% 0.0109
ATR 0.0056 0.0055 -0.0001 -1.9% 0.0000
Volume 27 13 -14 -51.9% 214
Daily Pivots for day following 07-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1247 1.1231 1.1156
R3 1.1205 1.1190 1.1144
R2 1.1164 1.1164 1.1141
R1 1.1148 1.1148 1.1137 1.1156
PP 1.1122 1.1122 1.1122 1.1126
S1 1.1107 1.1107 1.1129 1.1115
S2 1.1081 1.1081 1.1125
S3 1.1039 1.1065 1.1122
S4 1.0998 1.1024 1.1110
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1442 1.1398 1.1196
R3 1.1333 1.1289 1.1166
R2 1.1224 1.1224 1.1156
R1 1.1180 1.1180 1.1146 1.1148
PP 1.1115 1.1115 1.1115 1.1099
S1 1.1071 1.1071 1.1126 1.1039
S2 1.1006 1.1006 1.1116
S3 1.0897 1.0962 1.1106
S4 1.0788 1.0853 1.1076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1138 1.1050 0.0088 0.8% 0.0042 0.4% 95% True False 36
10 1.1268 1.1050 0.0218 2.0% 0.0057 0.5% 38% False False 80
20 1.1382 1.1050 0.0332 3.0% 0.0050 0.5% 25% False False 64
40 1.1382 1.0900 0.0482 4.3% 0.0045 0.4% 48% False False 62
60 1.1382 1.0822 0.0560 5.0% 0.0040 0.4% 56% False False 53
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1314
2.618 1.1246
1.618 1.1205
1.000 1.1179
0.618 1.1163
HIGH 1.1138
0.618 1.1122
0.500 1.1117
0.382 1.1112
LOW 1.1096
0.618 1.1070
1.000 1.1055
1.618 1.1029
2.618 1.0987
4.250 1.0920
Fisher Pivots for day following 07-Aug-2023
Pivot 1 day 3 day
R1 1.1128 1.1120
PP 1.1122 1.1107
S1 1.1117 1.1094

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

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