CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 25-Jan-2024
Day Change Summary
Previous Current
24-Jan-2024 25-Jan-2024 Change Change % Previous Week
Open 1.0878 1.0910 0.0032 0.3% 1.0978
High 1.0956 1.0926 -0.0031 -0.3% 1.0996
Low 1.0875 1.0844 -0.0031 -0.3% 1.0871
Close 1.0912 1.0859 -0.0054 -0.5% 1.0918
Range 0.0081 0.0082 0.0001 0.6% 0.0125
ATR 0.0069 0.0070 0.0001 1.3% 0.0000
Volume 238,949 239,510 561 0.2% 912,739
Daily Pivots for day following 25-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1121 1.1071 1.0903
R3 1.1039 1.0990 1.0881
R2 1.0958 1.0958 1.0873
R1 1.0908 1.0908 1.0866 1.0892
PP 1.0876 1.0876 1.0876 1.0868
S1 1.0827 1.0827 1.0851 1.0811
S2 1.0795 1.0795 1.0844
S3 1.0713 1.0745 1.0836
S4 1.0632 1.0664 1.0814
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.1302 1.1234 1.0986
R3 1.1177 1.1110 1.0952
R2 1.1053 1.1053 1.0940
R1 1.0985 1.0985 1.0929 1.0957
PP 1.0928 1.0928 1.0928 1.0914
S1 1.0861 1.0861 1.0906 1.0832
S2 1.0804 1.0804 1.0895
S3 1.0679 1.0736 1.0883
S4 1.0555 1.0612 1.0849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0956 1.0844 0.0112 1.0% 0.0064 0.6% 13% False True 196,205
10 1.1041 1.0844 0.0197 1.8% 0.0066 0.6% 7% False True 217,370
20 1.1175 1.0844 0.0331 3.0% 0.0070 0.6% 4% False True 202,007
40 1.1175 1.0770 0.0405 3.7% 0.0072 0.7% 22% False False 159,538
60 1.1175 1.0590 0.0585 5.4% 0.0072 0.7% 46% False False 106,811
80 1.1175 1.0534 0.0641 5.9% 0.0071 0.7% 51% False False 80,431
100 1.1175 1.0534 0.0641 5.9% 0.0068 0.6% 51% False False 64,501
120 1.1175 1.0534 0.0641 5.9% 0.0064 0.6% 51% False False 53,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1272
2.618 1.1139
1.618 1.1057
1.000 1.1007
0.618 1.0976
HIGH 1.0926
0.618 1.0894
0.500 1.0885
0.382 1.0875
LOW 1.0844
0.618 1.0794
1.000 1.0763
1.618 1.0712
2.618 1.0631
4.250 1.0498
Fisher Pivots for day following 25-Jan-2024
Pivot 1 day 3 day
R1 1.0885 1.0900
PP 1.0876 1.0886
S1 1.0867 1.0872

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

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