CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 05-May-2023
Day Change Summary
Previous Current
04-May-2023 05-May-2023 Change Change % Previous Week
Open 1.1166 1.1140 -0.0026 -0.2% 1.1138
High 1.1166 1.1194 0.0029 0.3% 1.1216
Low 1.1166 1.1123 -0.0043 -0.4% 1.1123
Close 1.1166 1.1182 0.0017 0.1% 1.1182
Range 0.0000 0.0071 0.0071 0.0093
ATR 0.0000 0.0050 0.0050 0.0000
Volume 7 10 3 42.9% 44
Daily Pivots for day following 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.1379 1.1352 1.1221
R3 1.1308 1.1281 1.1202
R2 1.1237 1.1237 1.1195
R1 1.1210 1.1210 1.1189 1.1224
PP 1.1166 1.1166 1.1166 1.1173
S1 1.1139 1.1139 1.1175 1.1153
S2 1.1095 1.1095 1.1169
S3 1.1024 1.1068 1.1162
S4 1.0953 1.0997 1.1143
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.1453 1.1410 1.1233
R3 1.1360 1.1317 1.1208
R2 1.1267 1.1267 1.1199
R1 1.1224 1.1224 1.1191 1.1246
PP 1.1174 1.1174 1.1174 1.1184
S1 1.1131 1.1131 1.1173 1.1153
S2 1.1081 1.1081 1.1165
S3 1.0988 1.1038 1.1156
S4 1.0895 1.0945 1.1131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1216 1.1123 0.0093 0.8% 0.0023 0.2% 63% False True 8
10 1.1223 1.1123 0.0100 0.9% 0.0029 0.3% 59% False True 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1496
2.618 1.1380
1.618 1.1309
1.000 1.1265
0.618 1.1238
HIGH 1.1194
0.618 1.1167
0.500 1.1159
0.382 1.1150
LOW 1.1123
0.618 1.1079
1.000 1.1052
1.618 1.1008
2.618 1.0937
4.250 1.0821
Fisher Pivots for day following 05-May-2023
Pivot 1 day 3 day
R1 1.1174 1.1178
PP 1.1166 1.1174
S1 1.1159 1.1170

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

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