CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 17-Jul-2023
Day Change Summary
Previous Current
14-Jul-2023 17-Jul-2023 Change Change % Previous Week
Open 1.1356 1.1377 0.0022 0.2% 1.1118
High 1.1376 1.1378 0.0002 0.0% 1.1376
Low 1.1350 1.1349 -0.0001 0.0% 1.1118
Close 1.1370 1.1378 0.0009 0.1% 1.1370
Range 0.0026 0.0029 0.0003 11.5% 0.0258
ATR 0.0056 0.0054 -0.0002 -3.5% 0.0000
Volume 113 86 -27 -23.9% 389
Daily Pivots for day following 17-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1455 1.1446 1.1394
R3 1.1426 1.1417 1.1386
R2 1.1397 1.1397 1.1383
R1 1.1388 1.1388 1.1381 1.1393
PP 1.1368 1.1368 1.1368 1.1371
S1 1.1359 1.1359 1.1375 1.1364
S2 1.1339 1.1339 1.1373
S3 1.1310 1.1330 1.1370
S4 1.1281 1.1301 1.1362
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 1.1378 1.1129 0.0249 2.2% 0.0050 0.4% 100% True False 80
10 1.1378 1.0980 0.0399 3.5% 0.0043 0.4% 100% True False 78
20 1.1378 1.0980 0.0399 3.5% 0.0039 0.3% 100% True False 73
40 1.1378 1.0822 0.0556 4.9% 0.0036 0.3% 100% True False 51
60 1.1378 1.0822 0.0556 4.9% 0.0033 0.3% 100% True False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1501
2.618 1.1454
1.618 1.1425
1.000 1.1407
0.618 1.1396
HIGH 1.1378
0.618 1.1367
0.500 1.1364
0.382 1.1360
LOW 1.1349
0.618 1.1331
1.000 1.1320
1.618 1.1302
2.618 1.1273
4.250 1.1226
Fisher Pivots for day following 17-Jul-2023
Pivot 1 day 3 day
R1 1.1373 1.1364
PP 1.1368 1.1349
S1 1.1364 1.1335

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

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