CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 08-May-2023
Day Change Summary
Previous Current
05-May-2023 08-May-2023 Change Change % Previous Week
Open 1.1140 1.1160 0.0020 0.2% 1.1138
High 1.1194 1.1160 -0.0034 -0.3% 1.1216
Low 1.1123 1.1160 0.0037 0.3% 1.1123
Close 1.1182 1.1160 -0.0022 -0.2% 1.1182
Range 0.0071 0.0000 -0.0071 -100.0% 0.0093
ATR 0.0050 0.0048 -0.0002 -4.0% 0.0000
Volume 10 0 -10 -100.0% 44
Daily Pivots for day following 08-May-2023
Classic Woodie Camarilla DeMark
R4 1.1160 1.1160 1.1160
R3 1.1160 1.1160 1.1160
R2 1.1160 1.1160 1.1160
R1 1.1160 1.1160 1.1160 1.1160
PP 1.1160 1.1160 1.1160 1.1160
S1 1.1160 1.1160 1.1160 1.1160
S2 1.1160 1.1160 1.1160
S3 1.1160 1.1160 1.1160
S4 1.1160 1.1160 1.1160
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% 40% False False 6
10 1.1223 1.1123 0.0100 0.9% 0.0027 0.2% 37% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1160
2.618 1.1160
1.618 1.1160
1.000 1.1160
0.618 1.1160
HIGH 1.1160
0.618 1.1160
0.500 1.1160
0.382 1.1160
LOW 1.1160
0.618 1.1160
1.000 1.1160
1.618 1.1160
2.618 1.1160
4.250 1.1160
Fisher Pivots for day following 08-May-2023
Pivot 1 day 3 day
R1 1.1160 1.1160
PP 1.1160 1.1159
S1 1.1160 1.1159

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

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