CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 1.0743 1.0750 0.0007 0.1% 1.0759
High 1.0762 1.0761 -0.0002 0.0% 1.0827
Low 1.0709 1.0705 -0.0004 0.0% 1.0705
Close 1.0751 1.0736 -0.0015 -0.1% 1.0736
Range 0.0054 0.0056 0.0003 4.7% 0.0122
ATR 0.0056 0.0056 0.0000 0.0% 0.0000
Volume 325 490 165 50.8% 4,472
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.0902 1.0875 1.0767
R3 1.0846 1.0819 1.0751
R2 1.0790 1.0790 1.0746
R1 1.0763 1.0763 1.0741 1.0748
PP 1.0734 1.0734 1.0734 1.0726
S1 1.0707 1.0707 1.0731 1.0692
S2 1.0678 1.0678 1.0726
S3 1.0622 1.0651 1.0721
S4 1.0566 1.0595 1.0705
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1122 1.1051 1.0803
R3 1.1000 1.0929 1.0770
R2 1.0878 1.0878 1.0758
R1 1.0807 1.0807 1.0747 1.0781
PP 1.0756 1.0756 1.0756 1.0743
S1 1.0685 1.0685 1.0725 1.0659
S2 1.0634 1.0634 1.0714
S3 1.0512 1.0563 1.0702
S4 1.0390 1.0441 1.0669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0827 1.0705 0.0122 1.1% 0.0053 0.5% 26% False True 894
10 1.0865 1.0705 0.0161 1.5% 0.0055 0.5% 20% False True 1,042
20 1.1046 1.0705 0.0342 3.2% 0.0054 0.5% 9% False True 669
40 1.1168 1.0705 0.0464 4.3% 0.0047 0.4% 7% False True 353
60 1.1382 1.0705 0.0677 6.3% 0.0047 0.4% 5% False True 259
80 1.1382 1.0705 0.0677 6.3% 0.0045 0.4% 5% False True 207
100 1.1382 1.0705 0.0677 6.3% 0.0041 0.4% 5% False True 170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0999
2.618 1.0907
1.618 1.0851
1.000 1.0817
0.618 1.0795
HIGH 1.0761
0.618 1.0739
0.500 1.0733
0.382 1.0726
LOW 1.0705
0.618 1.0670
1.000 1.0649
1.618 1.0614
2.618 1.0558
4.250 1.0467
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 1.0735 1.0766
PP 1.0734 1.0756
S1 1.0733 1.0746

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

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