CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 1.1000 1.0972 -0.0028 -0.3% 1.0749
High 1.1021 1.0976 -0.0045 -0.4% 1.0972
Low 1.0960 1.0910 -0.0050 -0.5% 1.0723
Close 1.0972 1.0941 -0.0032 -0.3% 1.0958
Range 0.0061 0.0066 0.0006 9.1% 0.0249
ATR 0.0073 0.0073 -0.0001 -0.7% 0.0000
Volume 2,672 3,013 341 12.8% 5,276
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1140 1.1106 1.0977
R3 1.1074 1.1040 1.0959
R2 1.1008 1.1008 1.0953
R1 1.0974 1.0974 1.0947 1.0958
PP 1.0942 1.0942 1.0942 1.0934
S1 1.0908 1.0908 1.0934 1.0892
S2 1.0876 1.0876 1.0928
S3 1.0810 1.0842 1.0922
S4 1.0744 1.0776 1.0904
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.1631 1.1544 1.1095
R3 1.1382 1.1295 1.1026
R2 1.1133 1.1133 1.1004
R1 1.1046 1.1046 1.0981 1.1089
PP 1.0884 1.0884 1.0884 1.0906
S1 1.0797 1.0797 1.0935 1.0840
S2 1.0635 1.0635 1.0912
S3 1.0386 1.0548 1.0890
S4 1.0137 1.0299 1.0821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1021 1.0883 0.0138 1.3% 0.0066 0.6% 42% False False 1,746
10 1.1021 1.0717 0.0304 2.8% 0.0075 0.7% 74% False False 1,332
20 1.1021 1.0590 0.0431 3.9% 0.0072 0.7% 81% False False 1,250
40 1.1021 1.0534 0.0487 4.5% 0.0071 0.6% 84% False False 1,241
60 1.1046 1.0534 0.0513 4.7% 0.0067 0.6% 79% False False 1,079
80 1.1158 1.0534 0.0624 5.7% 0.0060 0.5% 65% False False 831
100 1.1382 1.0534 0.0848 7.8% 0.0058 0.5% 48% False False 679
120 1.1382 1.0534 0.0848 7.8% 0.0054 0.5% 48% False False 575
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1257
2.618 1.1149
1.618 1.1083
1.000 1.1042
0.618 1.1017
HIGH 1.0976
0.618 1.0951
0.500 1.0943
0.382 1.0935
LOW 1.0910
0.618 1.0869
1.000 1.0844
1.618 1.0803
2.618 1.0737
4.250 1.0630
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 1.0943 1.0965
PP 1.0942 1.0957
S1 1.0941 1.0949

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.