CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 30-May-2023
Day Change Summary
Previous Current
26-May-2023 30-May-2023 Change Change % Previous Week
Open 1.0901 1.0889 -0.0012 -0.1% 1.0976
High 1.0918 1.0889 -0.0030 -0.3% 1.0976
Low 1.0868 1.0889 0.0021 0.2% 1.0868
Close 1.0896 1.0889 -0.0008 -0.1% 1.0896
Range 0.0050 0.0000 -0.0050 -100.0% 0.0108
ATR 0.0045 0.0042 -0.0003 -5.9% 0.0000
Volume 16 16 0 0.0% 146
Daily Pivots for day following 30-May-2023
Classic Woodie Camarilla DeMark
R4 1.0889 1.0889 1.0889
R3 1.0889 1.0889 1.0889
R2 1.0889 1.0889 1.0889
R1 1.0889 1.0889 1.0889 1.0889
PP 1.0889 1.0889 1.0889 1.0889
S1 1.0889 1.0889 1.0889 1.0889
S2 1.0889 1.0889 1.0889
S3 1.0889 1.0889 1.0889
S4 1.0889 1.0889 1.0889
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 1.0940 1.0868 0.0072 0.7% 0.0014 0.1% 28% False False 25
10 1.1044 1.0868 0.0176 1.6% 0.0023 0.2% 12% False False 38
20 1.1216 1.0868 0.0348 3.2% 0.0023 0.2% 6% False False 24
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0889
2.618 1.0889
1.618 1.0889
1.000 1.0889
0.618 1.0889
HIGH 1.0889
0.618 1.0889
0.500 1.0889
0.382 1.0889
LOW 1.0889
0.618 1.0889
1.000 1.0889
1.618 1.0889
2.618 1.0889
4.250 1.0889
Fisher Pivots for day following 30-May-2023
Pivot 1 day 3 day
R1 1.0889 1.0893
PP 1.0889 1.0892
S1 1.0889 1.0890

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

View Archives - Comment on this page... - Back to Index of Symbols