CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 26-May-2023
Day Change Summary
Previous Current
25-May-2023 26-May-2023 Change Change % Previous Week
Open 1.0884 1.0901 0.0017 0.2% 1.0976
High 1.0884 1.0918 0.0034 0.3% 1.0976
Low 1.0884 1.0868 -0.0016 -0.1% 1.0868
Close 1.0884 1.0896 0.0012 0.1% 1.0896
Range 0.0000 0.0050 0.0050 0.0108
ATR 0.0044 0.0045 0.0000 0.9% 0.0000
Volume 0 16 16 146
Daily Pivots for day following 26-May-2023
Classic Woodie Camarilla DeMark
R4 1.1044 1.1020 1.0924
R3 1.0994 1.0970 1.0910
R2 1.0944 1.0944 1.0905
R1 1.0920 1.0920 1.0901 1.0907
PP 1.0894 1.0894 1.0894 1.0888
S1 1.0870 1.0870 1.0891 1.0857
S2 1.0844 1.0844 1.0887
S3 1.0794 1.0820 1.0882
S4 1.0744 1.0770 1.0869
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 1.1236 1.1173 1.0955
R3 1.1128 1.1066 1.0926
R2 1.1021 1.1021 1.0916
R1 1.0958 1.0958 1.0906 1.0936
PP 1.0913 1.0913 1.0913 1.0902
S1 1.0851 1.0851 1.0886 1.0828
S2 1.0806 1.0806 1.0876
S3 1.0698 1.0743 1.0866
S4 1.0591 1.0636 1.0837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0976 1.0868 0.0108 1.0% 0.0014 0.1% 26% False True 29
10 1.1044 1.0868 0.0176 1.6% 0.0023 0.2% 16% False True 37
20 1.1216 1.0868 0.0348 3.2% 0.0023 0.2% 8% False True 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1131
2.618 1.1049
1.618 1.0999
1.000 1.0968
0.618 1.0949
HIGH 1.0918
0.618 1.0899
0.500 1.0893
0.382 1.0887
LOW 1.0868
0.618 1.0837
1.000 1.0818
1.618 1.0787
2.618 1.0737
4.250 1.0656
Fisher Pivots for day following 26-May-2023
Pivot 1 day 3 day
R1 1.0895 1.0895
PP 1.0894 1.0894
S1 1.0893 1.0893

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

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