CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 1.1042 1.1023 -0.0019 -0.2% 1.1096
High 1.1046 1.1023 -0.0023 -0.2% 1.1158
Low 1.1000 1.1023 0.0023 0.2% 1.1068
Close 1.1025 1.1023 -0.0002 0.0% 1.1073
Range 0.0046 0.0000 -0.0046 -100.0% 0.0090
ATR 0.0055 0.0051 -0.0004 -6.9% 0.0000
Volume 33 12 -21 -63.6% 79
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1023 1.1023 1.1023
R3 1.1023 1.1023 1.1023
R2 1.1023 1.1023 1.1023
R1 1.1023 1.1023 1.1023 1.1023
PP 1.1023 1.1023 1.1023 1.1023
S1 1.1023 1.1023 1.1023 1.1023
S2 1.1023 1.1023 1.1023
S3 1.1023 1.1023 1.1023
S4 1.1023 1.1023 1.1023
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1368 1.1310 1.1122
R3 1.1278 1.1220 1.1097
R2 1.1189 1.1189 1.1089
R1 1.1131 1.1131 1.1081 1.1115
PP 1.1099 1.1099 1.1099 1.1092
S1 1.1041 1.1041 1.1064 1.1026
S2 1.1010 1.1010 1.1056
S3 1.0920 1.0952 1.1048
S4 1.0831 1.0862 1.1023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1158 1.1000 0.0158 1.4% 0.0033 0.3% 15% False False 19
10 1.1158 1.1000 0.0158 1.4% 0.0039 0.4% 15% False False 23
20 1.1375 1.1000 0.0375 3.4% 0.0047 0.4% 6% False False 48
40 1.1382 1.0980 0.0402 3.6% 0.0042 0.4% 11% False False 61
60 1.1382 1.0822 0.0560 5.1% 0.0040 0.4% 36% False False 50
80 1.1382 1.0822 0.0560 5.1% 0.0037 0.3% 36% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1.1023
2.618 1.1023
1.618 1.1023
1.000 1.1023
0.618 1.1023
HIGH 1.1023
0.618 1.1023
0.500 1.1023
0.382 1.1023
LOW 1.1023
0.618 1.1023
1.000 1.1023
1.618 1.1023
2.618 1.1023
4.250 1.1023
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 1.1023 1.1062
PP 1.1023 1.1049
S1 1.1023 1.1036

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

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