CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 22-May-2023
Day Change Summary
Previous Current
19-May-2023 22-May-2023 Change Change % Previous Week
Open 1.0937 1.0976 0.0039 0.4% 1.1025
High 1.0978 1.0976 -0.0002 0.0% 1.1044
Low 1.0916 1.0976 0.0060 0.5% 1.0914
Close 1.0961 1.0976 0.0015 0.1% 1.0961
Range 0.0062 0.0000 -0.0062 -100.0% 0.0130
ATR 0.0049 0.0047 -0.0002 -5.0% 0.0000
Volume 33 33 0 0.0% 225
Daily Pivots for day following 22-May-2023
Classic Woodie Camarilla DeMark
R4 1.0976 1.0976 1.0976
R3 1.0976 1.0976 1.0976
R2 1.0976 1.0976 1.0976
R1 1.0976 1.0976 1.0976 1.0976
PP 1.0976 1.0976 1.0976 1.0976
S1 1.0976 1.0976 1.0976 1.0976
S2 1.0976 1.0976 1.0976
S3 1.0976 1.0976 1.0976
S4 1.0976 1.0976 1.0976
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1044 1.0914 0.0130 1.2% 0.0031 0.3% 47% False False 51
10 1.1128 1.0914 0.0214 1.9% 0.0027 0.2% 29% False False 31
20 1.1223 1.0914 0.0309 2.8% 0.0027 0.2% 20% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0976
2.618 1.0976
1.618 1.0976
1.000 1.0976
0.618 1.0976
HIGH 1.0976
0.618 1.0976
0.500 1.0976
0.382 1.0976
LOW 1.0976
0.618 1.0976
1.000 1.0976
1.618 1.0976
2.618 1.0976
4.250 1.0976
Fisher Pivots for day following 22-May-2023
Pivot 1 day 3 day
R1 1.0976 1.0966
PP 1.0976 1.0956
S1 1.0976 1.0946

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

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