CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 15-May-2023
Day Change Summary
Previous Current
12-May-2023 15-May-2023 Change Change % Previous Week
Open 1.1045 1.1025 -0.0020 -0.2% 1.1160
High 1.1080 1.1025 -0.0055 -0.5% 1.1160
Low 1.0997 1.1025 0.0028 0.3% 1.0997
Close 1.1003 1.1025 0.0022 0.2% 1.1003
Range 0.0083 0.0000 -0.0083 -100.0% 0.0163
ATR 0.0050 0.0048 -0.0002 -4.0% 0.0000
Volume 32 0 -32 -100.0% 61
Daily Pivots for day following 15-May-2023
Classic Woodie Camarilla DeMark
R4 1.1025 1.1025 1.1025
R3 1.1025 1.1025 1.1025
R2 1.1025 1.1025 1.1025
R1 1.1025 1.1025 1.1025 1.1025
PP 1.1025 1.1025 1.1025 1.1025
S1 1.1025 1.1025 1.1025 1.1025
S2 1.1025 1.1025 1.1025
S3 1.1025 1.1025 1.1025
S4 1.1025 1.1025 1.1025
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1128 1.0997 0.0131 1.2% 0.0024 0.2% 21% False False 12
10 1.1216 1.0997 0.0219 2.0% 0.0024 0.2% 13% 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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1025
2.618 1.1025
1.618 1.1025
1.000 1.1025
0.618 1.1025
HIGH 1.1025
0.618 1.1025
0.500 1.1025
0.382 1.1025
LOW 1.1025
0.618 1.1025
1.000 1.1025
1.618 1.1025
2.618 1.1025
4.250 1.1025
Fisher Pivots for day following 15-May-2023
Pivot 1 day 3 day
R1 1.1025 1.1043
PP 1.1025 1.1037
S1 1.1025 1.1031

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

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