CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0889 |
1.0843 |
-0.0046 |
-0.4% |
1.0976 |
| High |
1.0889 |
1.0843 |
-0.0046 |
-0.4% |
1.0976 |
| Low |
1.0889 |
1.0822 |
-0.0067 |
-0.6% |
1.0868 |
| Close |
1.0889 |
1.0838 |
-0.0051 |
-0.5% |
1.0896 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0108 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.1% |
0.0000 |
| Volume |
16 |
8 |
-8 |
-50.0% |
146 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0896 |
1.0887 |
1.0849 |
|
| R3 |
1.0875 |
1.0867 |
1.0844 |
|
| R2 |
1.0855 |
1.0855 |
1.0842 |
|
| R1 |
1.0846 |
1.0846 |
1.0840 |
1.0840 |
| PP |
1.0834 |
1.0834 |
1.0834 |
1.0831 |
| S1 |
1.0826 |
1.0826 |
1.0836 |
1.0820 |
| S2 |
1.0814 |
1.0814 |
1.0834 |
|
| S3 |
1.0793 |
1.0805 |
1.0832 |
|
| S4 |
1.0773 |
1.0785 |
1.0827 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0930 |
|
2.618 |
1.0896 |
|
1.618 |
1.0876 |
|
1.000 |
1.0863 |
|
0.618 |
1.0855 |
|
HIGH |
1.0843 |
|
0.618 |
1.0835 |
|
0.500 |
1.0832 |
|
0.382 |
1.0830 |
|
LOW |
1.0822 |
|
0.618 |
1.0809 |
|
1.000 |
1.0802 |
|
1.618 |
1.0789 |
|
2.618 |
1.0768 |
|
4.250 |
1.0735 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0836 |
1.0870 |
| PP |
1.0834 |
1.0859 |
| S1 |
1.0832 |
1.0849 |
|