CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 16-Aug-2023
Day Change Summary
Previous Current
15-Aug-2023 16-Aug-2023 Change Change % Previous Week
Open 1.1023 1.1019 -0.0004 0.0% 1.1096
High 1.1023 1.1049 0.0026 0.2% 1.1158
Low 1.1023 1.0999 -0.0025 -0.2% 1.1068
Close 1.1023 1.0999 -0.0025 -0.2% 1.1073
Range 0.0000 0.0050 0.0050 0.0090
ATR 0.0051 0.0051 0.0000 -0.2% 0.0000
Volume 12 6 -6 -50.0% 79
Daily Pivots for day following 16-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1165 1.1132 1.1026
R3 1.1115 1.1082 1.1012
R2 1.1065 1.1065 1.1008
R1 1.1032 1.1032 1.1003 1.1024
PP 1.1015 1.1015 1.1015 1.1011
S1 1.0982 1.0982 1.0994 1.0974
S2 1.0965 1.0965 1.0989
S3 1.0915 1.0932 1.0985
S4 1.0865 1.0882 1.0971
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1368 1.1310 1.1122
R3 1.1278 1.1220 1.1097
R2 1.1189 1.1189 1.1089
R1 1.1131 1.1131 1.1081 1.1115
PP 1.1099 1.1099 1.1099 1.1092
S1 1.1041 1.1041 1.1064 1.1026
S2 1.1010 1.1010 1.1056
S3 1.0920 1.0952 1.1048
S4 1.0831 1.0862 1.1023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1158 1.0999 0.0159 1.4% 0.0040 0.4% 0% False True 14
10 1.1158 1.0999 0.0159 1.4% 0.0039 0.4% 0% False True 18
20 1.1295 1.0999 0.0297 2.7% 0.0047 0.4% 0% False True 48
40 1.1382 1.0980 0.0402 3.7% 0.0043 0.4% 5% False False 56
60 1.1382 1.0822 0.0560 5.1% 0.0039 0.4% 32% False False 50
80 1.1382 1.0822 0.0560 5.1% 0.0037 0.3% 32% False False 42
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1261
2.618 1.1179
1.618 1.1129
1.000 1.1099
0.618 1.1079
HIGH 1.1049
0.618 1.1029
0.500 1.1024
0.382 1.1018
LOW 1.0999
0.618 1.0968
1.000 1.0949
1.618 1.0918
2.618 1.0868
4.250 1.0786
Fisher Pivots for day following 16-Aug-2023
Pivot 1 day 3 day
R1 1.1024 1.1024
PP 1.1015 1.1015
S1 1.1007 1.1007

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

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