CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 10-Aug-2023
Day Change Summary
Previous Current
09-Aug-2023 10-Aug-2023 Change Change % Previous Week
Open 1.1095 1.1102 0.0007 0.1% 1.1159
High 1.1109 1.1158 0.0049 0.4% 1.1159
Low 1.1095 1.1102 0.0007 0.1% 1.1050
Close 1.1100 1.1113 0.0013 0.1% 1.1136
Range 0.0014 0.0056 0.0042 311.1% 0.0109
ATR 0.0053 0.0054 0.0000 0.5% 0.0000
Volume 29 17 -12 -41.4% 214
Daily Pivots for day following 10-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1291 1.1257 1.1144
R3 1.1235 1.1202 1.1128
R2 1.1180 1.1180 1.1123
R1 1.1146 1.1146 1.1118 1.1163
PP 1.1124 1.1124 1.1124 1.1133
S1 1.1091 1.1091 1.1108 1.1108
S2 1.1069 1.1069 1.1103
S3 1.1013 1.1035 1.1098
S4 1.0958 1.0980 1.1082
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 1.1158 1.1064 0.0094 0.8% 0.0043 0.4% 53% True False 20
10 1.1168 1.1050 0.0118 1.1% 0.0043 0.4% 53% False False 33
20 1.1382 1.1050 0.0332 3.0% 0.0046 0.4% 19% False False 57
40 1.1382 1.0945 0.0437 3.9% 0.0046 0.4% 38% False False 63
60 1.1382 1.0822 0.0560 5.0% 0.0039 0.4% 52% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1393
2.618 1.1303
1.618 1.1247
1.000 1.1213
0.618 1.1192
HIGH 1.1158
0.618 1.1136
0.500 1.1130
0.382 1.1123
LOW 1.1102
0.618 1.1068
1.000 1.1047
1.618 1.1012
2.618 1.0957
4.250 1.0866
Fisher Pivots for day following 10-Aug-2023
Pivot 1 day 3 day
R1 1.1130 1.1113
PP 1.1124 1.1113
S1 1.1119 1.1113

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

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