CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0956 |
1.0937 |
-0.0019 |
-0.2% |
1.1025 |
| High |
1.0956 |
1.0978 |
0.0022 |
0.2% |
1.1044 |
| Low |
1.0914 |
1.0916 |
0.0002 |
0.0% |
1.0914 |
| Close |
1.0922 |
1.0961 |
0.0040 |
0.4% |
1.0961 |
| Range |
0.0042 |
0.0062 |
0.0020 |
46.4% |
0.0130 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.0% |
0.0000 |
| Volume |
30 |
33 |
3 |
10.0% |
225 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1136 |
1.1110 |
1.0995 |
|
| R3 |
1.1075 |
1.1049 |
1.0978 |
|
| R2 |
1.1013 |
1.1013 |
1.0972 |
|
| R1 |
1.0987 |
1.0987 |
1.0967 |
1.1000 |
| PP |
1.0952 |
1.0952 |
1.0952 |
1.0958 |
| S1 |
1.0926 |
1.0926 |
1.0955 |
1.0939 |
| S2 |
1.0890 |
1.0890 |
1.0950 |
|
| S3 |
1.0829 |
1.0864 |
1.0944 |
|
| S4 |
1.0767 |
1.0803 |
1.0927 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1361 |
1.1291 |
1.1032 |
|
| R3 |
1.1232 |
1.1161 |
1.0997 |
|
| R2 |
1.1102 |
1.1102 |
1.0985 |
|
| R1 |
1.1032 |
1.1032 |
1.0973 |
1.1002 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0958 |
| S1 |
1.0902 |
1.0902 |
1.0949 |
1.0873 |
| S2 |
1.0843 |
1.0843 |
1.0937 |
|
| S3 |
1.0714 |
1.0773 |
1.0925 |
|
| S4 |
1.0584 |
1.0643 |
1.0890 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1239 |
|
2.618 |
1.1139 |
|
1.618 |
1.1077 |
|
1.000 |
1.1039 |
|
0.618 |
1.1016 |
|
HIGH |
1.0978 |
|
0.618 |
1.0954 |
|
0.500 |
1.0947 |
|
0.382 |
1.0939 |
|
LOW |
1.0916 |
|
0.618 |
1.0878 |
|
1.000 |
1.0855 |
|
1.618 |
1.0816 |
|
2.618 |
1.0755 |
|
4.250 |
1.0655 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0956 |
1.0960 |
| PP |
1.0952 |
1.0959 |
| S1 |
1.0947 |
1.0957 |
|