CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	1.1007	1.0993	-0.0015	-0.1%	1.1046
High	1.1007	1.1023	0.0016	0.1%	1.1113
Low	1.0994	1.0980	-0.0015	-0.1%	1.0984
Close	1.0994	1.1023	0.0029	0.3%	1.1056
Range	0.0013	0.0044	0.0031	234.6%	0.0129
ATR	0.0052	0.0052	-0.0001	-1.2%	0.0000
Volume	112	59	-53	-47.3%	136

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1139	1.1125	1.1047
R3	1.1096	1.1081	1.1035
R2	1.1052	1.1052	1.1031
R1	1.1038	1.1038	1.1027	1.1045
PP	1.1009	1.1009	1.1009	1.1012
S1	1.0994	1.0994	1.1019	1.1001
S2	1.0965	1.0965	1.1015
S3	1.0922	1.0951	1.1011
S4	1.0878	1.0907	1.0999

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1438	1.1376	1.1127
R3	1.1309	1.1247	1.1091
R2	1.1180	1.1180	1.1080
R1	1.1118	1.1118	1.1068	1.1149
PP	1.1051	1.1051	1.1051	1.1066
S1	1.0989	1.0989	1.1044	1.1020
S2	1.0922	1.0922	1.1032
S3	1.0793	1.0860	1.1021
S4	1.0664	1.0731	1.0985

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1071	1.0980	0.0091	0.8%	0.0033	0.3%	48%	False	True	52
10	1.1141	1.0980	0.0161	1.5%	0.0031	0.3%	27%	False	True	66
20	1.1141	1.0856	0.0285	2.6%	0.0040	0.4%	59%	False	False	54
40	1.1141	1.0822	0.0319	2.9%	0.0032	0.3%	63%	False	False	43

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1208
2.618	1.1137
1.618	1.1093
1.000	1.1067
0.618	1.1050
HIGH	1.1023
0.618	1.1006
0.500	1.1001
0.382	1.0996
LOW	1.0980
0.618	1.0953
1.000	1.0936
1.618	1.0909
2.618	1.0866
4.250	1.0795

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	1.1016	1.1025
PP	1.1009	1.1024
S1	1.1001	1.1024

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