CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 1.0775 1.0743 -0.0032 -0.3% 1.0815
High 1.0827 1.0762 -0.0065 -0.6% 1.0865
Low 1.0743 1.0709 -0.0035 -0.3% 1.0727
Close 1.0777 1.0751 -0.0026 -0.2% 1.0752
Range 0.0084 0.0054 -0.0030 -35.9% 0.0138
ATR 0.0055 0.0056 0.0001 1.8% 0.0000
Volume 834 325 -509 -61.0% 5,952
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.0901 1.0880 1.0780
R3 1.0848 1.0826 1.0766
R2 1.0794 1.0794 1.0761
R1 1.0773 1.0773 1.0756 1.0783
PP 1.0741 1.0741 1.0741 1.0746
S1 1.0719 1.0719 1.0746 1.0730
S2 1.0687 1.0687 1.0741
S3 1.0634 1.0666 1.0736
S4 1.0580 1.0612 1.0722
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1195 1.1112 1.0828
R3 1.1057 1.0974 1.0790
R2 1.0919 1.0919 1.0777
R1 1.0836 1.0836 1.0765 1.0809
PP 1.0781 1.0781 1.0781 1.0768
S1 1.0698 1.0698 1.0739 1.0671
S2 1.0643 1.0643 1.0727
S3 1.0505 1.0560 1.0714
S4 1.0367 1.0422 1.0676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0827 1.0709 0.0118 1.1% 0.0048 0.4% 36% False True 818
10 1.0865 1.0709 0.0157 1.5% 0.0053 0.5% 27% False True 1,035
20 1.1046 1.0709 0.0338 3.1% 0.0053 0.5% 13% False True 648
40 1.1268 1.0709 0.0560 5.2% 0.0050 0.5% 8% False True 342
60 1.1382 1.0709 0.0673 6.3% 0.0046 0.4% 6% False True 251
80 1.1382 1.0709 0.0673 6.3% 0.0044 0.4% 6% False True 201
100 1.1382 1.0709 0.0673 6.3% 0.0040 0.4% 6% False True 165
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0989
2.618 1.0902
1.618 1.0849
1.000 1.0816
0.618 1.0795
HIGH 1.0762
0.618 1.0742
0.500 1.0735
0.382 1.0729
LOW 1.0709
0.618 1.0675
1.000 1.0655
1.618 1.0622
2.618 1.0568
4.250 1.0481
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 1.0746 1.0768
PP 1.0741 1.0762
S1 1.0735 1.0757

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

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