CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1089 |
1.1045 |
-0.0044 |
-0.4% |
1.1160 |
| High |
1.1089 |
1.1080 |
-0.0009 |
-0.1% |
1.1160 |
| Low |
1.1050 |
1.0997 |
-0.0053 |
-0.5% |
1.0997 |
| Close |
1.1067 |
1.1003 |
-0.0064 |
-0.6% |
1.1003 |
| Range |
0.0039 |
0.0083 |
0.0044 |
114.3% |
0.0163 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
5.4% |
0.0000 |
| Volume |
26 |
32 |
6 |
23.1% |
61 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1221 |
1.1048 |
|
| R3 |
1.1192 |
1.1139 |
1.1026 |
|
| R2 |
1.1109 |
1.1109 |
1.1018 |
|
| R1 |
1.1056 |
1.1056 |
1.1011 |
1.1041 |
| PP |
1.1027 |
1.1027 |
1.1027 |
1.1019 |
| S1 |
1.0974 |
1.0974 |
1.0995 |
1.0959 |
| S2 |
1.0944 |
1.0944 |
1.0988 |
|
| S3 |
1.0862 |
1.0891 |
1.0980 |
|
| S4 |
1.0779 |
1.0809 |
1.0958 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1542 |
1.1436 |
1.1093 |
|
| R3 |
1.1379 |
1.1273 |
1.1048 |
|
| R2 |
1.1216 |
1.1216 |
1.1033 |
|
| R1 |
1.1110 |
1.1110 |
1.1018 |
1.1082 |
| PP |
1.1053 |
1.1053 |
1.1053 |
1.1039 |
| S1 |
1.0947 |
1.0947 |
1.0988 |
1.0919 |
| S2 |
1.0890 |
1.0890 |
1.0973 |
|
| S3 |
1.0727 |
1.0784 |
1.0958 |
|
| S4 |
1.0564 |
1.0621 |
1.0913 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1430 |
|
2.618 |
1.1295 |
|
1.618 |
1.1213 |
|
1.000 |
1.1162 |
|
0.618 |
1.1130 |
|
HIGH |
1.1080 |
|
0.618 |
1.1048 |
|
0.500 |
1.1038 |
|
0.382 |
1.1029 |
|
LOW |
1.0997 |
|
0.618 |
1.0946 |
|
1.000 |
1.0915 |
|
1.618 |
1.0864 |
|
2.618 |
1.0781 |
|
4.250 |
1.0646 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1038 |
1.1062 |
| PP |
1.1027 |
1.1043 |
| S1 |
1.1015 |
1.1023 |
|