CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 25-Sep-2023
Day Change Summary
Previous Current
22-Sep-2023 25-Sep-2023 Change Change % Previous Week
Open 1.0750 1.0739 -0.0011 -0.1% 1.0759
High 1.0761 1.0742 -0.0019 -0.2% 1.0827
Low 1.0705 1.0668 -0.0037 -0.3% 1.0705
Close 1.0736 1.0675 -0.0061 -0.6% 1.0736
Range 0.0056 0.0074 0.0018 31.3% 0.0122
ATR 0.0056 0.0057 0.0001 2.3% 0.0000
Volume 490 922 432 88.2% 4,472
Daily Pivots for day following 25-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.0915 1.0869 1.0715
R3 1.0842 1.0795 1.0695
R2 1.0768 1.0768 1.0688
R1 1.0722 1.0722 1.0682 1.0708
PP 1.0695 1.0695 1.0695 1.0688
S1 1.0648 1.0648 1.0668 1.0635
S2 1.0621 1.0621 1.0662
S3 1.0548 1.0575 1.0655
S4 1.0474 1.0501 1.0635
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 1.0668 0.0159 1.5% 0.0061 0.6% 4% False True 834
10 1.0865 1.0668 0.0197 1.8% 0.0058 0.5% 4% False True 1,109
20 1.1046 1.0668 0.0378 3.5% 0.0055 0.5% 2% False True 714
40 1.1159 1.0668 0.0491 4.6% 0.0047 0.4% 1% False True 375
60 1.1382 1.0668 0.0714 6.7% 0.0048 0.4% 1% False True 274
80 1.1382 1.0668 0.0714 6.7% 0.0046 0.4% 1% False True 218
100 1.1382 1.0668 0.0714 6.7% 0.0041 0.4% 1% False True 179
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1054
2.618 1.0934
1.618 1.0860
1.000 1.0815
0.618 1.0787
HIGH 1.0742
0.618 1.0713
0.500 1.0705
0.382 1.0696
LOW 1.0668
0.618 1.0623
1.000 1.0595
1.618 1.0549
2.618 1.0476
4.250 1.0356
Fisher Pivots for day following 25-Sep-2023
Pivot 1 day 3 day
R1 1.0705 1.0715
PP 1.0695 1.0702
S1 1.0685 1.0688

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

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