CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 28-Jul-2023
Day Change Summary
Previous Current
27-Jul-2023 28-Jul-2023 Change Change % Previous Week
Open 1.1268 1.1100 -0.0168 -1.5% 1.1263
High 1.1268 1.1168 -0.0100 -0.9% 1.1268
Low 1.1101 1.1077 -0.0025 -0.2% 1.1077
Close 1.1105 1.1156 0.0051 0.5% 1.1156
Range 0.0167 0.0092 -0.0076 -45.2% 0.0192
ATR 0.0059 0.0062 0.0002 3.9% 0.0000
Volume 48 43 -5 -10.4% 612
Daily Pivots for day following 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1408 1.1374 1.1206
R3 1.1317 1.1282 1.1181
R2 1.1225 1.1225 1.1173
R1 1.1191 1.1191 1.1164 1.1208
PP 1.1134 1.1134 1.1134 1.1142
S1 1.1099 1.1099 1.1148 1.1116
S2 1.1042 1.1042 1.1139
S3 1.0951 1.1008 1.1131
S4 1.0859 1.0916 1.1106
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1741 1.1640 1.1261
R3 1.1550 1.1449 1.1209
R2 1.1358 1.1358 1.1191
R1 1.1257 1.1257 1.1174 1.1212
PP 1.1167 1.1167 1.1167 1.1144
S1 1.1066 1.1066 1.1138 1.1021
S2 1.0975 1.0975 1.1121
S3 1.0784 1.0874 1.1103
S4 1.0592 1.0683 1.1051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1268 1.1077 0.0192 1.7% 0.0079 0.7% 42% False True 122
10 1.1382 1.1077 0.0305 2.7% 0.0055 0.5% 26% False True 75
20 1.1382 1.0980 0.0402 3.6% 0.0050 0.4% 44% False False 74
40 1.1382 1.0848 0.0534 4.8% 0.0045 0.4% 58% False False 62
60 1.1382 1.0822 0.0560 5.0% 0.0037 0.3% 60% False False 49
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 True
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1557
2.618 1.1408
1.618 1.1316
1.000 1.1260
0.618 1.1225
HIGH 1.1168
0.618 1.1133
0.500 1.1122
0.382 1.1111
LOW 1.1077
0.618 1.1020
1.000 1.0985
1.618 1.0928
2.618 1.0837
4.250 1.0688
Fisher Pivots for day following 28-Jul-2023
Pivot 1 day 3 day
R1 1.1145 1.1172
PP 1.1134 1.1167
S1 1.1122 1.1161

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

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