CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 04-Mar-2024
Day Change Summary
Previous Current
01-Mar-2024 04-Mar-2024 Change Change % Previous Week
Open 1.0811 1.0849 0.0038 0.3% 1.0831
High 1.0850 1.0873 0.0023 0.2% 1.0875
Low 1.0804 1.0844 0.0040 0.4% 1.0803
Close 1.0848 1.0862 0.0014 0.1% 1.0848
Range 0.0046 0.0029 -0.0017 -37.0% 0.0072
ATR 0.0058 0.0056 -0.0002 -3.6% 0.0000
Volume 223,251 152,041 -71,210 -31.9% 1,005,395
Daily Pivots for day following 04-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.0946 1.0933 1.0878
R3 1.0917 1.0904 1.0870
R2 1.0888 1.0888 1.0867
R1 1.0875 1.0875 1.0865 1.0882
PP 1.0859 1.0859 1.0859 1.0863
S1 1.0846 1.0846 1.0859 1.0853
S2 1.0830 1.0830 1.0857
S3 1.0801 1.0817 1.0854
S4 1.0772 1.0788 1.0846
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1058 1.1025 1.0888
R3 1.0986 1.0953 1.0868
R2 1.0914 1.0914 1.0861
R1 1.0881 1.0881 1.0855 1.0897
PP 1.0842 1.0842 1.0842 1.0850
S1 1.0809 1.0809 1.0841 1.0825
S2 1.0770 1.0770 1.0835
S3 1.0698 1.0737 1.0828
S4 1.0626 1.0665 1.0808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0875 1.0803 0.0072 0.7% 0.0044 0.4% 83% False False 201,509
10 1.0899 1.0773 0.0126 1.2% 0.0049 0.5% 71% False False 209,736
20 1.0899 1.0709 0.0190 1.7% 0.0051 0.5% 81% False False 198,803
40 1.1041 1.0709 0.0332 3.1% 0.0062 0.6% 46% False False 209,500
60 1.1175 1.0709 0.0466 4.3% 0.0065 0.6% 33% False False 195,568
80 1.1175 1.0709 0.0466 4.3% 0.0067 0.6% 33% False False 148,229
100 1.1175 1.0573 0.0602 5.5% 0.0067 0.6% 48% False False 118,846
120 1.1175 1.0534 0.0641 5.9% 0.0067 0.6% 51% False False 99,220
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0996
2.618 1.0948
1.618 1.0919
1.000 1.0902
0.618 1.0890
HIGH 1.0873
0.618 1.0861
0.500 1.0858
0.382 1.0855
LOW 1.0844
0.618 1.0826
1.000 1.0815
1.618 1.0797
2.618 1.0768
4.250 1.0720
Fisher Pivots for day following 04-Mar-2024
Pivot 1 day 3 day
R1 1.0861 1.0854
PP 1.0859 1.0846
S1 1.0858 1.0838

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

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