CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 23-May-2023
Day Change Summary
Previous Current
22-May-2023 23-May-2023 Change Change % Previous Week
Open 1.0976 1.0940 -0.0036 -0.3% 1.1025
High 1.0976 1.0940 -0.0036 -0.3% 1.1044
Low 1.0976 1.0918 -0.0058 -0.5% 1.0914
Close 1.0976 1.0935 -0.0041 -0.4% 1.0961
Range 0.0000 0.0022 0.0022 0.0130
ATR 0.0047 0.0047 0.0001 1.6% 0.0000
Volume 33 97 64 193.9% 225
Daily Pivots for day following 23-May-2023
Classic Woodie Camarilla DeMark
R4 1.0997 1.0988 1.0947
R3 1.0975 1.0966 1.0941
R2 1.0953 1.0953 1.0939
R1 1.0944 1.0944 1.0937 1.0937
PP 1.0931 1.0931 1.0931 1.0928
S1 1.0922 1.0922 1.0932 1.0915
S2 1.0909 1.0909 1.0930
S3 1.0887 1.0900 1.0928
S4 1.0865 1.0878 1.0922
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 1.1001 1.0914 0.0087 0.8% 0.0029 0.3% 24% False False 43
10 1.1128 1.0914 0.0214 2.0% 0.0030 0.3% 10% False False 41
20 1.1223 1.0914 0.0309 2.8% 0.0028 0.3% 7% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1034
2.618 1.0998
1.618 1.0976
1.000 1.0962
0.618 1.0954
HIGH 1.0940
0.618 1.0932
0.500 1.0929
0.382 1.0926
LOW 1.0918
0.618 1.0904
1.000 1.0896
1.618 1.0882
2.618 1.0860
4.250 1.0825
Fisher Pivots for day following 23-May-2023
Pivot 1 day 3 day
R1 1.0933 1.0947
PP 1.0931 1.0943
S1 1.0929 1.0939

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

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