CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 10-May-2023

Day Change Summary
	Previous	Current
	09-May-2023	10-May-2023	Change	Change %	Previous Week
Open	1.1122	1.1128	0.0006	0.1%	1.1138
High	1.1122	1.1128	0.0006	0.1%	1.1216
Low	1.1122	1.1128	0.0006	0.1%	1.1123
Close	1.1122	1.1128	0.0006	0.1%	1.1182
Range
ATR	0.0048	0.0045	-0.0003	-6.2%	0.0000
Volume	3	0	-3	-100.0%	44

Daily Pivots for day following 10-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1128	1.1128	1.1128
R3	1.1128	1.1128	1.1128
R2	1.1128	1.1128	1.1128
R1	1.1128	1.1128	1.1128	1.1128
PP	1.1128	1.1128	1.1128	1.1128
S1	1.1128	1.1128	1.1128	1.1128
S2	1.1128	1.1128	1.1128
S3	1.1128	1.1128	1.1128
S4	1.1128	1.1128	1.1128

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	1.1194	1.1122	0.0073	0.7%	0.0014	0.1%	8%	False	False	4
10	1.1216	1.1122	0.0095	0.8%	0.0024	0.2%	6%	False	False	6

Crabel Price Patterns
NR	False
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	False
Bull Hook	False
Stretch	0.0006

Fibonacci Retracements and Extensions
4.250	1.1128
2.618	1.1128
1.618	1.1128
1.000	1.1128
0.618	1.1128
HIGH	1.1128
0.618	1.1128
0.500	1.1128
0.382	1.1128
LOW	1.1128
0.618	1.1128
1.000	1.1128
1.618	1.1128
2.618	1.1128
4.250	1.1128

Fisher Pivots for day following 10-May-2023
Pivot	1 day	3 day
R1	1.1128	1.1141
PP	1.1128	1.1136
S1	1.1128	1.1132

Download as Excel Spreadsheet

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

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