CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 1.0641 1.0615 -0.0027 -0.2% 1.0640
High 1.0665 1.0688 0.0023 0.2% 1.0715
Low 1.0599 1.0605 0.0007 0.1% 1.0573
Close 1.0611 1.0655 0.0044 0.4% 1.0588
Range 0.0067 0.0083 0.0016 24.1% 0.0142
ATR 0.0066 0.0067 0.0001 1.8% 0.0000
Volume 889 1,154 265 29.8% 9,049
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0897 1.0858 1.0700
R3 1.0814 1.0776 1.0677
R2 1.0732 1.0732 1.0670
R1 1.0693 1.0693 1.0662 1.0712
PP 1.0649 1.0649 1.0649 1.0659
S1 1.0611 1.0611 1.0647 1.0630
S2 1.0567 1.0567 1.0639
S3 1.0484 1.0528 1.0632
S4 1.0402 1.0446 1.0609
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1051 1.0962 1.0666
R3 1.0909 1.0820 1.0627
R2 1.0767 1.0767 1.0614
R1 1.0678 1.0678 1.0601 1.0652
PP 1.0625 1.0625 1.0625 1.0612
S1 1.0536 1.0536 1.0575 1.0510
S2 1.0483 1.0483 1.0562
S3 1.0341 1.0394 1.0549
S4 1.0199 1.0252 1.0510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0688 1.0573 0.0115 1.1% 0.0063 0.6% 71% True False 1,467
10 1.0715 1.0565 0.0150 1.4% 0.0070 0.7% 60% False False 1,482
20 1.0761 1.0534 0.0227 2.1% 0.0069 0.6% 53% False False 1,271
40 1.1046 1.0534 0.0513 4.8% 0.0061 0.6% 24% False False 959
60 1.1268 1.0534 0.0735 6.9% 0.0056 0.5% 16% False False 651
80 1.1382 1.0534 0.0848 8.0% 0.0052 0.5% 14% False False 506
100 1.1382 1.0534 0.0848 8.0% 0.0049 0.5% 14% False False 415
120 1.1382 1.0534 0.0848 8.0% 0.0045 0.4% 14% False False 350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1038
2.618 1.0903
1.618 1.0821
1.000 1.0770
0.618 1.0738
HIGH 1.0688
0.618 1.0656
0.500 1.0646
0.382 1.0637
LOW 1.0605
0.618 1.0554
1.000 1.0523
1.618 1.0472
2.618 1.0389
4.250 1.0254
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 1.0652 1.0651
PP 1.0649 1.0647
S1 1.0646 1.0643

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

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