CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 20-Feb-2024
Day Change Summary
Previous Current
16-Feb-2024 20-Feb-2024 Change Change % Previous Week
Open 1.0787 1.0790 0.0003 0.0% 1.0801
High 1.0800 1.0851 0.0051 0.5% 1.0830
Low 1.0745 1.0773 0.0029 0.3% 1.0709
Close 1.0790 1.0818 0.0029 0.3% 1.0790
Range 0.0056 0.0078 0.0022 39.6% 0.0121
ATR 0.0065 0.0066 0.0001 1.4% 0.0000
Volume 198,486 337,055 138,569 69.8% 988,465
Daily Pivots for day following 20-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1046 1.1010 1.0861
R3 1.0969 1.0932 1.0839
R2 1.0891 1.0891 1.0832
R1 1.0855 1.0855 1.0825 1.0873
PP 1.0814 1.0814 1.0814 1.0823
S1 1.0777 1.0777 1.0811 1.0796
S2 1.0736 1.0736 1.0804
S3 1.0659 1.0700 1.0797
S4 1.0581 1.0622 1.0775
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 1.1139 1.1085 1.0856
R3 1.1018 1.0964 1.0823
R2 1.0897 1.0897 1.0812
R1 1.0843 1.0843 1.0801 1.0810
PP 1.0776 1.0776 1.0776 1.0759
S1 1.0722 1.0722 1.0778 1.0689
S2 1.0655 1.0655 1.0767
S3 1.0534 1.0601 1.0756
S4 1.0413 1.0480 1.0723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0851 1.0709 0.0142 1.3% 0.0070 0.6% 77% True False 235,927
10 1.0851 1.0709 0.0142 1.3% 0.0055 0.5% 77% True False 199,467
20 1.0956 1.0709 0.0247 2.3% 0.0068 0.6% 44% False False 219,874
40 1.1175 1.0709 0.0466 4.3% 0.0067 0.6% 23% False False 203,351
60 1.1175 1.0709 0.0466 4.3% 0.0069 0.6% 23% False False 168,108
80 1.1175 1.0590 0.0585 5.4% 0.0069 0.6% 39% False False 126,361
100 1.1175 1.0534 0.0641 5.9% 0.0070 0.6% 44% False False 101,342
120 1.1175 1.0534 0.0641 5.9% 0.0068 0.6% 44% False False 84,577
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1180
2.618 1.1053
1.618 1.0976
1.000 1.0928
0.618 1.0898
HIGH 1.0851
0.618 1.0821
0.500 1.0812
0.382 1.0803
LOW 1.0773
0.618 1.0725
1.000 1.0696
1.618 1.0648
2.618 1.0570
4.250 1.0444
Fisher Pivots for day following 20-Feb-2024
Pivot 1 day 3 day
R1 1.0816 1.0810
PP 1.0814 1.0802
S1 1.0812 1.0794

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

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