CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 17-May-2023
Day Change Summary
Previous Current
16-May-2023 17-May-2023 Change Change % Previous Week
Open 1.1044 1.0980 -0.0064 -0.6% 1.1160
High 1.1044 1.1001 -0.0043 -0.4% 1.1160
Low 1.1015 1.0980 -0.0035 -0.3% 1.0997
Close 1.1022 1.0993 -0.0029 -0.3% 1.1003
Range 0.0029 0.0021 -0.0009 -29.3% 0.0163
ATR 0.0046 0.0046 0.0000 -0.7% 0.0000
Volume 137 25 -112 -81.8% 61
Daily Pivots for day following 17-May-2023
Classic Woodie Camarilla DeMark
R4 1.1053 1.1043 1.1004
R3 1.1032 1.1023 1.0998
R2 1.1012 1.1012 1.0996
R1 1.1002 1.1002 1.0994 1.1007
PP 1.0991 1.0991 1.0991 1.0993
S1 1.0982 1.0982 1.0991 1.0986
S2 1.0971 1.0971 1.0989
S3 1.0950 1.0961 1.0987
S4 1.0930 1.0941 1.0981
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 1.1089 1.0980 0.0109 1.0% 0.0034 0.3% 12% False True 44
10 1.1194 1.0980 0.0214 1.9% 0.0024 0.2% 6% False True 24
20 1.1223 1.0980 0.0243 2.2% 0.0026 0.2% 5% False True 21
Crabel Price Patterns
NR True
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1088
2.618 1.1054
1.618 1.1034
1.000 1.1021
0.618 1.1013
HIGH 1.1001
0.618 1.0993
0.500 1.0990
0.382 1.0988
LOW 1.0980
0.618 1.0967
1.000 1.0960
1.618 1.0947
2.618 1.0926
4.250 1.0893
Fisher Pivots for day following 17-May-2023
Pivot 1 day 3 day
R1 1.0992 1.1012
PP 1.0991 1.1005
S1 1.0990 1.0999

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

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