CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 16-May-2023
Day Change Summary
Previous Current
15-May-2023 16-May-2023 Change Change % Previous Week
Open 1.0991 1.1003 0.0012 0.1% 1.1165
High 1.0991 1.1012 0.0021 0.2% 1.1166
Low 1.0973 1.0972 -0.0001 0.0% 1.0962
Close 1.0986 1.0981 -0.0005 0.0% 1.0964
Range 0.0018 0.0040 0.0022 122.2% 0.0204
ATR 0.0061 0.0059 -0.0001 -2.4% 0.0000
Volume 243 394 151 62.1% 1,391
Daily Pivots for day following 16-May-2023
Classic Woodie Camarilla DeMark
R4 1.1108 1.1084 1.1003
R3 1.1068 1.1044 1.0992
R2 1.1028 1.1028 1.0988
R1 1.1004 1.1004 1.0984 1.0996
PP 1.0988 1.0988 1.0988 1.0984
S1 1.0964 1.0964 1.0977 1.0956
S2 1.0948 1.0948 1.0973
S3 1.0908 1.0924 1.0970
S4 1.0868 1.0884 1.0959
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 1.1641 1.1506 1.1076
R3 1.1438 1.1303 1.1020
R2 1.1234 1.1234 1.1001
R1 1.1099 1.1099 1.0983 1.1065
PP 1.1031 1.1031 1.1031 1.1013
S1 1.0896 1.0896 1.0945 1.0861
S2 1.0827 1.0827 1.0927
S3 1.0624 1.0692 1.0908
S4 1.0420 1.0489 1.0852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1110 1.0962 0.0148 1.3% 0.0050 0.5% 13% False False 348
10 1.1181 1.0962 0.0219 2.0% 0.0051 0.5% 8% False False 281
20 1.1206 1.0962 0.0244 2.2% 0.0051 0.5% 8% False False 195
40 1.1206 1.0840 0.0366 3.3% 0.0054 0.5% 39% False False 118
60 1.1206 1.0661 0.0545 5.0% 0.0050 0.5% 59% False False 111
80 1.1206 1.0661 0.0545 5.0% 0.0051 0.5% 59% False False 100
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1182
2.618 1.1117
1.618 1.1077
1.000 1.1052
0.618 1.1037
HIGH 1.1012
0.618 1.0997
0.500 1.0992
0.382 1.0987
LOW 1.0972
0.618 1.0947
1.000 1.0932
1.618 1.0907
2.618 1.0867
4.250 1.0802
Fisher Pivots for day following 16-May-2023
Pivot 1 day 3 day
R1 1.0992 1.1003
PP 1.0988 1.0996
S1 1.0984 1.0988

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

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