CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 1.0993 1.1020 0.0027 0.2% 1.1042
High 1.0995 1.1020 0.0025 0.2% 1.1049
Low 1.0970 1.1016 0.0046 0.4% 1.0970
Close 1.0995 1.1016 0.0021 0.2% 1.0995
Range 0.0025 0.0004 -0.0022 -86.0% 0.0079
ATR 0.0048 0.0047 -0.0002 -3.5% 0.0000
Volume 29 73 44 151.7% 83
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1028 1.1025 1.1018
R3 1.1024 1.1022 1.1017
R2 1.1021 1.1021 1.1017
R1 1.1018 1.1018 1.1016 1.1018
PP 1.1017 1.1017 1.1017 1.1017
S1 1.1015 1.1015 1.1016 1.1014
S2 1.1014 1.1014 1.1015
S3 1.1010 1.1011 1.1015
S4 1.1007 1.1008 1.1014
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1240 1.1196 1.1038
R3 1.1162 1.1118 1.1017
R2 1.1083 1.1083 1.1009
R1 1.1039 1.1039 1.1002 1.1022
PP 1.1005 1.1005 1.1005 1.0996
S1 1.0961 1.0961 1.0988 1.0943
S2 1.0926 1.0926 1.0981
S3 1.0848 1.0882 1.0973
S4 1.0769 1.0804 1.0952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1049 1.0970 0.0079 0.7% 0.0023 0.2% 59% False False 24
10 1.1158 1.0970 0.0188 1.7% 0.0031 0.3% 25% False False 22
20 1.1268 1.0970 0.0298 2.7% 0.0044 0.4% 15% False False 51
40 1.1382 1.0970 0.0412 3.7% 0.0040 0.4% 11% False False 50
60 1.1382 1.0822 0.0560 5.1% 0.0040 0.4% 35% False False 49
80 1.1382 1.0822 0.0560 5.1% 0.0037 0.3% 35% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1034
2.618 1.1029
1.618 1.1025
1.000 1.1023
0.618 1.1022
HIGH 1.1020
0.618 1.1018
0.500 1.1018
0.382 1.1017
LOW 1.1016
0.618 1.1014
1.000 1.1013
1.618 1.1010
2.618 1.1007
4.250 1.1001
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 1.1018 1.1009
PP 1.1017 1.1002
S1 1.1017 1.0995

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

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