CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 24-May-2023
Day Change Summary
Previous Current
23-May-2023 24-May-2023 Change Change % Previous Week
Open 1.0888 1.0865 -0.0023 -0.2% 1.0991
High 1.0906 1.0865 -0.0041 -0.4% 1.1012
Low 1.0876 1.0865 -0.0011 -0.1% 1.0875
Close 1.0890 1.0865 -0.0025 -0.2% 1.0920
Range 0.0030 0.0000 -0.0030 -100.0% 0.0138
ATR 0.0056 0.0054 -0.0002 -4.0% 0.0000
Volume 9 0 -9 -100.0% 758
Daily Pivots for day following 24-May-2023
Classic Woodie Camarilla DeMark
R4 1.0865 1.0865 1.0865
R3 1.0865 1.0865 1.0865
R2 1.0865 1.0865 1.0865
R1 1.0865 1.0865 1.0865 1.0865
PP 1.0865 1.0865 1.0865 1.0865
S1 1.0865 1.0865 1.0865 1.0865
S2 1.0865 1.0865 1.0865
S3 1.0865 1.0865 1.0865
S4 1.0865 1.0865 1.0865
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 1.1348 1.1271 1.0995
R3 1.1210 1.1134 1.0957
R2 1.1073 1.1073 1.0945
R1 1.0996 1.0996 1.0932 1.0966
PP 1.0935 1.0935 1.0935 1.0920
S1 1.0859 1.0859 1.0907 1.0828
S2 1.0798 1.0798 1.0894
S3 1.0660 1.0721 1.0882
S4 1.0523 1.0584 1.0844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0937 1.0865 0.0072 0.7% 0.0033 0.3% 0% False True 20
10 1.1078 1.0865 0.0213 2.0% 0.0039 0.4% 0% False True 167
20 1.1181 1.0865 0.0316 2.9% 0.0042 0.4% 0% False True 182
40 1.1206 1.0865 0.0341 3.1% 0.0049 0.5% 0% False True 119
60 1.1206 1.0661 0.0545 5.0% 0.0051 0.5% 37% False False 107
80 1.1206 1.0661 0.0545 5.0% 0.0051 0.5% 37% False False 101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0865
2.618 1.0865
1.618 1.0865
1.000 1.0865
0.618 1.0865
HIGH 1.0865
0.618 1.0865
0.500 1.0865
0.382 1.0865
LOW 1.0865
0.618 1.0865
1.000 1.0865
1.618 1.0865
2.618 1.0865
4.250 1.0865
Fisher Pivots for day following 24-May-2023
Pivot 1 day 3 day
R1 1.0865 1.0899
PP 1.0865 1.0887
S1 1.0865 1.0876

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

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