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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0918 1.0822 0.0096 0.9% 0.0014 0.1% 17% False True 8
10 1.1001 1.0822 0.0179 1.6% 0.0022 0.2% 9% False True 25
20 1.1216 1.0822 0.0394 3.6% 0.0023 0.2% 4% False True 24
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 0.0004
Widest range in 2 trading days
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

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

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