CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 14-Jul-2023
Day Change Summary
Previous Current
13-Jul-2023 14-Jul-2023 Change Change % Previous Week
Open 1.1291 1.1356 0.0065 0.6% 1.1118
High 1.1358 1.1376 0.0019 0.2% 1.1376
Low 1.1291 1.1350 0.0059 0.5% 1.1118
Close 1.1358 1.1370 0.0012 0.1% 1.1370
Range 0.0067 0.0026 -0.0041 -60.9% 0.0258
ATR 0.0059 0.0056 -0.0002 -4.0% 0.0000
Volume 53 113 60 113.2% 389
Daily Pivots for day following 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1443 1.1432 1.1384
R3 1.1417 1.1406 1.1377
R2 1.1391 1.1391 1.1374
R1 1.1380 1.1380 1.1372 1.1386
PP 1.1365 1.1365 1.1365 1.1368
S1 1.1354 1.1354 1.1367 1.1360
S2 1.1339 1.1339 1.1365
S3 1.1313 1.1328 1.1362
S4 1.1287 1.1302 1.1355
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.2062 1.1974 1.1511
R3 1.1804 1.1716 1.1440
R2 1.1546 1.1546 1.1417
R1 1.1458 1.1458 1.1393 1.1502
PP 1.1288 1.1288 1.1288 1.1310
S1 1.1200 1.1200 1.1346 1.1244
S2 1.1030 1.1030 1.1322
S3 1.0772 1.0942 1.1299
S4 1.0514 1.0684 1.1228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1376 1.1118 0.0258 2.3% 0.0048 0.4% 97% True False 77
10 1.1376 1.0980 0.0397 3.5% 0.0045 0.4% 98% True False 72
20 1.1376 1.0970 0.0406 3.6% 0.0044 0.4% 98% True False 72
40 1.1376 1.0822 0.0554 4.9% 0.0036 0.3% 99% True False 50
60 1.1376 1.0822 0.0554 4.9% 0.0033 0.3% 99% True False 40
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1487
2.618 1.1444
1.618 1.1418
1.000 1.1402
0.618 1.1392
HIGH 1.1376
0.618 1.1366
0.500 1.1363
0.382 1.1360
LOW 1.1350
0.618 1.1334
1.000 1.1324
1.618 1.1308
2.618 1.1282
4.250 1.1240
Fisher Pivots for day following 14-Jul-2023
Pivot 1 day 3 day
R1 1.1367 1.1338
PP 1.1365 1.1307
S1 1.1363 1.1276

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

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