CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 08-Jun-2023

Day Change Summary
	Previous	Current
	07-Jun-2023	08-Jun-2023	Change	Change %	Previous Week
Open	1.0856	1.0889	0.0033	0.3%	1.0889
High	1.0870	1.0940	0.0070	0.6%	1.0936
Low	1.0856	1.0889	0.0033	0.3%	1.0822
Close	1.0863	1.0938	0.0075	0.7%	1.0875
Range	0.0014	0.0052	0.0038	267.9%	0.0114
ATR	0.0042	0.0044	0.0003	6.0%	0.0000
Volume	4	20	16	400.0%	113

Daily Pivots for day following 08-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1077	1.1059	1.0966
R3	1.1025	1.1007	1.0952
R2	1.0974	1.0974	1.0947
R1	1.0956	1.0956	1.0943	1.0965
PP	1.0922	1.0922	1.0922	1.0927
S1	1.0904	1.0904	1.0933	1.0913
S2	1.0871	1.0871	1.0929
S3	1.0819	1.0853	1.0924
S4	1.0768	1.0801	1.0910

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1220	1.1161	1.0937
R3	1.1106	1.1047	1.0906
R2	1.0992	1.0992	1.0895
R1	1.0933	1.0933	1.0885	1.0905
PP	1.0878	1.0878	1.0878	1.0864
S1	1.0819	1.0819	1.0864	1.0791
S2	1.0764	1.0764	1.0854
S3	1.0650	1.0705	1.0843
S4	1.0536	1.0591	1.0812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0940	1.0848	0.0092	0.8%	0.0029	0.3%	98%	True	False	25
10	1.0940	1.0822	0.0118	1.1%	0.0027	0.2%	98%	True	False	25
20	1.1089	1.0822	0.0267	2.4%	0.0028	0.3%	44%	False	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0003
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1159
2.618	1.1075
1.618	1.1023
1.000	1.0992
0.618	1.0972
HIGH	1.0940
0.618	1.0920
0.500	1.0914
0.382	1.0908
LOW	1.0889
0.618	1.0857
1.000	1.0837
1.618	1.0805
2.618	1.0754
4.250	1.0670

Fisher Pivots for day following 08-Jun-2023
Pivot	1 day	3 day
R1	1.0930	1.0923
PP	1.0922	1.0909
S1	1.0914	1.0894

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