CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 06-Jun-2023
Day Change Summary
Previous Current
05-Jun-2023 06-Jun-2023 Change Change % Previous Week
Open 1.0876 1.0855 -0.0021 -0.2% 1.0889
High 1.0876 1.0856 -0.0020 -0.2% 1.0936
Low 1.0869 1.0848 -0.0021 -0.2% 1.0822
Close 1.0876 1.0856 -0.0020 -0.2% 1.0875
Range 0.0007 0.0008 0.0001 14.3% 0.0114
ATR 0.0045 0.0044 -0.0001 -2.8% 0.0000
Volume 92 8 -84 -91.3% 113
Daily Pivots for day following 06-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.0877 1.0875 1.0860
R3 1.0869 1.0867 1.0858
R2 1.0861 1.0861 1.0857
R1 1.0859 1.0859 1.0857 1.0860
PP 1.0853 1.0853 1.0853 1.0854
S1 1.0851 1.0851 1.0855 1.0852
S2 1.0845 1.0845 1.0855
S3 1.0837 1.0843 1.0854
S4 1.0829 1.0835 1.0852
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1220 1.1161 1.0937
R3 1.1106 1.1047 1.0906
R2 1.0992 1.0992 1.0895
R1 1.0933 1.0933 1.0885 1.0905
PP 1.0878 1.0878 1.0878 1.0864
S1 1.0819 1.0819 1.0864 1.0791
S2 1.0764 1.0764 1.0854
S3 1.0650 1.0705 1.0843
S4 1.0536 1.0591 1.0812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0936 1.0822 0.0114 1.1% 0.0031 0.3% 30% False False 39
10 1.0940 1.0822 0.0118 1.1% 0.0023 0.2% 29% False False 32
20 1.1128 1.0822 0.0306 2.8% 0.0025 0.2% 11% False False 32
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0890
2.618 1.0877
1.618 1.0869
1.000 1.0864
0.618 1.0861
HIGH 1.0856
0.618 1.0853
0.500 1.0852
0.382 1.0851
LOW 1.0848
0.618 1.0843
1.000 1.0840
1.618 1.0835
2.618 1.0827
4.250 1.0814
Fisher Pivots for day following 06-Jun-2023
Pivot 1 day 3 day
R1 1.0855 1.0892
PP 1.0853 1.0880
S1 1.0852 1.0868

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

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