CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 31-Jan-2024
Day Change Summary
Previous Current
30-Jan-2024 31-Jan-2024 Change Change % Previous Week
Open 1.0857 1.0866 0.0009 0.1% 1.0920
High 1.0880 1.0909 0.0029 0.3% 1.0956
Low 1.0833 1.0810 -0.0023 -0.2% 1.0835
Close 1.0867 1.0861 -0.0006 -0.1% 1.0880
Range 0.0047 0.0099 0.0052 111.8% 0.0122
ATR 0.0068 0.0070 0.0002 3.2% 0.0000
Volume 185,565 344,623 159,058 85.7% 1,030,324
Daily Pivots for day following 31-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1155 1.1106 1.0915
R3 1.1057 1.1008 1.0888
R2 1.0958 1.0958 1.0879
R1 1.0909 1.0909 1.0870 1.0885
PP 1.0860 1.0860 1.0860 1.0847
S1 1.0811 1.0811 1.0851 1.0786
S2 1.0761 1.0761 1.0842
S3 1.0663 1.0712 1.0833
S4 1.0564 1.0614 1.0806
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1255 1.1189 1.0947
R3 1.1133 1.1067 1.0913
R2 1.1012 1.1012 1.0902
R1 1.0946 1.0946 1.0891 1.0918
PP 1.0890 1.0890 1.0890 1.0876
S1 1.0824 1.0824 1.0869 1.0797
S2 1.0769 1.0769 1.0858
S3 1.0647 1.0703 1.0847
S4 1.0526 1.0581 1.0813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0926 1.0810 0.0116 1.1% 0.0071 0.7% 44% False True 233,132
10 1.0956 1.0810 0.0146 1.3% 0.0066 0.6% 35% False True 209,537
20 1.1041 1.0810 0.0231 2.1% 0.0067 0.6% 22% False True 212,896
40 1.1175 1.0770 0.0405 3.7% 0.0071 0.7% 22% False False 182,219
60 1.1175 1.0681 0.0494 4.5% 0.0071 0.7% 36% False False 122,163
80 1.1175 1.0565 0.0610 5.6% 0.0071 0.7% 48% False False 91,935
100 1.1175 1.0534 0.0641 5.9% 0.0069 0.6% 51% False False 73,758
120 1.1175 1.0534 0.0641 5.9% 0.0065 0.6% 51% False False 61,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1327
2.618 1.1166
1.618 1.1068
1.000 1.1007
0.618 1.0969
HIGH 1.0909
0.618 1.0871
0.500 1.0859
0.382 1.0848
LOW 1.0810
0.618 1.0749
1.000 1.0712
1.618 1.0651
2.618 1.0552
4.250 1.0391
Fisher Pivots for day following 31-Jan-2024
Pivot 1 day 3 day
R1 1.0860 1.0860
PP 1.0860 1.0860
S1 1.0859 1.0859

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

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