CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 1.0875 1.0876 0.0001 0.0% 1.0889
High 1.0936 1.0876 -0.0060 -0.5% 1.0936
Low 1.0872 1.0869 -0.0003 0.0% 1.0822
Close 1.0875 1.0876 0.0001 0.0% 1.0875
Range 0.0065 0.0007 -0.0058 -89.1% 0.0114
ATR 0.0048 0.0045 -0.0003 -6.1% 0.0000
Volume 5 92 87 1,740.0% 113
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.0895 1.0892 1.0879
R3 1.0888 1.0885 1.0877
R2 1.0881 1.0881 1.0877
R1 1.0878 1.0878 1.0876 1.0879
PP 1.0874 1.0874 1.0874 1.0874
S1 1.0871 1.0871 1.0875 1.0872
S2 1.0867 1.0867 1.0874
S3 1.0860 1.0864 1.0874
S4 1.0853 1.0857 1.0872
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1220 1.1161 1.0937
R3 1.1106 1.1047 1.0906
R2 1.0992 1.0992 1.0895
R1 1.0933 1.0933 1.0885 1.0905
PP 1.0878 1.0878 1.0878 1.0864
S1 1.0819 1.0819 1.0864 1.0791
S2 1.0764 1.0764 1.0854
S3 1.0650 1.0705 1.0843
S4 1.0536 1.0591 1.0812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0936 1.0822 0.0114 1.0% 0.0030 0.3% 47% False False 41
10 1.0976 1.0822 0.0154 1.4% 0.0022 0.2% 35% False False 35
20 1.1160 1.0822 0.0338 3.1% 0.0025 0.2% 16% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0906
2.618 1.0894
1.618 1.0887
1.000 1.0883
0.618 1.0880
HIGH 1.0876
0.618 1.0873
0.500 1.0873
0.382 1.0872
LOW 1.0869
0.618 1.0865
1.000 1.0862
1.618 1.0858
2.618 1.0851
4.250 1.0839
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 1.0875 1.0901
PP 1.0874 1.0892
S1 1.0873 1.0884

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

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