CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 26-Jul-2023
Day Change Summary
Previous Current
25-Jul-2023 26-Jul-2023 Change Change % Previous Week
Open 1.1205 1.1195 -0.0011 -0.1% 1.1377
High 1.1205 1.1237 0.0032 0.3% 1.1382
Low 1.1180 1.1194 0.0015 0.1% 1.1255
Close 1.1180 1.1237 0.0058 0.5% 1.1259
Range 0.0026 0.0043 0.0018 68.6% 0.0127
ATR 0.0050 0.0051 0.0001 1.0% 0.0000
Volume 429 62 -367 -85.5% 140
Daily Pivots for day following 26-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1352 1.1337 1.1261
R3 1.1309 1.1294 1.1249
R2 1.1266 1.1266 1.1245
R1 1.1251 1.1251 1.1241 1.1259
PP 1.1223 1.1223 1.1223 1.1226
S1 1.1208 1.1208 1.1233 1.1216
S2 1.1180 1.1180 1.1229
S3 1.1137 1.1165 1.1225
S4 1.1094 1.1122 1.1213
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1679 1.1596 1.1328
R3 1.1552 1.1469 1.1293
R2 1.1425 1.1425 1.1282
R1 1.1342 1.1342 1.1270 1.1320
PP 1.1298 1.1298 1.1298 1.1287
S1 1.1215 1.1215 1.1247 1.1193
S2 1.1171 1.1171 1.1235
S3 1.1044 1.1088 1.1224
S4 1.0917 1.0961 1.1189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1295 1.1180 0.0116 1.0% 0.0039 0.3% 50% False False 107
10 1.1382 1.1180 0.0202 1.8% 0.0038 0.3% 28% False False 82
20 1.1382 1.0980 0.0402 3.6% 0.0039 0.3% 64% False False 70
40 1.1382 1.0822 0.0560 5.0% 0.0039 0.3% 74% False False 60
60 1.1382 1.0822 0.0560 5.0% 0.0033 0.3% 74% False False 48
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1420
2.618 1.1350
1.618 1.1307
1.000 1.1280
0.618 1.1264
HIGH 1.1237
0.618 1.1221
0.500 1.1216
0.382 1.1210
LOW 1.1194
0.618 1.1167
1.000 1.1151
1.618 1.1124
2.618 1.1081
4.250 1.1011
Fisher Pivots for day following 26-Jul-2023
Pivot 1 day 3 day
R1 1.1230 1.1232
PP 1.1223 1.1227
S1 1.1216 1.1221

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

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