CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 03-May-2023
Day Change Summary
Previous Current
02-May-2023 03-May-2023 Change Change % Previous Week
Open 1.1138 1.1196 0.0058 0.5% 1.1180
High 1.1159 1.1216 0.0057 0.5% 1.1223
Low 1.1138 1.1194 0.0056 0.5% 1.1125
Close 1.1159 1.1216 0.0057 0.5% 1.1180
Range 0.0021 0.0023 0.0002 7.1% 0.0098
ATR
Volume 3 13 10 333.3% 52
Daily Pivots for day following 03-May-2023
Classic Woodie Camarilla DeMark
R4 1.1276 1.1269 1.1228
R3 1.1254 1.1246 1.1222
R2 1.1231 1.1231 1.1220
R1 1.1224 1.1224 1.1218 1.1227
PP 1.1209 1.1209 1.1209 1.1210
S1 1.1201 1.1201 1.1214 1.1205
S2 1.1186 1.1186 1.1212
S3 1.1164 1.1179 1.1210
S4 1.1141 1.1156 1.1204
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1470 1.1423 1.1234
R3 1.1372 1.1325 1.1207
R2 1.1274 1.1274 1.1198
R1 1.1227 1.1227 1.1189 1.1229
PP 1.1176 1.1176 1.1176 1.1177
S1 1.1129 1.1129 1.1171 1.1131
S2 1.1078 1.1078 1.1162
S3 1.0980 1.1031 1.1153
S4 1.0882 1.0933 1.1126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1216 1.1129 0.0087 0.8% 0.0033 0.3% 100% True False 8
10 1.1223 1.1093 0.0130 1.2% 0.0028 0.3% 95% False False 19
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1312
2.618 1.1275
1.618 1.1252
1.000 1.1239
0.618 1.1230
HIGH 1.1216
0.618 1.1207
0.500 1.1205
0.382 1.1202
LOW 1.1194
0.618 1.1180
1.000 1.1171
1.618 1.1157
2.618 1.1135
4.250 1.1098
Fisher Pivots for day following 03-May-2023
Pivot 1 day 3 day
R1 1.1212 1.1203
PP 1.1209 1.1190
S1 1.1205 1.1177

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

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