CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 10-May-2023
Day Change Summary
Previous Current
09-May-2023 10-May-2023 Change Change % Previous Week
Open 1.1122 1.1128 0.0006 0.1% 1.1138
High 1.1122 1.1128 0.0006 0.1% 1.1216
Low 1.1122 1.1128 0.0006 0.1% 1.1123
Close 1.1122 1.1128 0.0006 0.1% 1.1182
Range
ATR 0.0048 0.0045 -0.0003 -6.2% 0.0000
Volume 3 0 -3 -100.0% 44
Daily Pivots for day following 10-May-2023
Classic Woodie Camarilla DeMark
R4 1.1128 1.1128 1.1128
R3 1.1128 1.1128 1.1128
R2 1.1128 1.1128 1.1128
R1 1.1128 1.1128 1.1128 1.1128
PP 1.1128 1.1128 1.1128 1.1128
S1 1.1128 1.1128 1.1128 1.1128
S2 1.1128 1.1128 1.1128
S3 1.1128 1.1128 1.1128
S4 1.1128 1.1128 1.1128
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.1453 1.1410 1.1233
R3 1.1360 1.1317 1.1208
R2 1.1267 1.1267 1.1199
R1 1.1224 1.1224 1.1191 1.1246
PP 1.1174 1.1174 1.1174 1.1184
S1 1.1131 1.1131 1.1173 1.1153
S2 1.1081 1.1081 1.1165
S3 1.0988 1.1038 1.1156
S4 1.0895 1.0945 1.1131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1194 1.1122 0.0073 0.7% 0.0014 0.1% 8% False False 4
10 1.1216 1.1122 0.0095 0.8% 0.0024 0.2% 6% False False 6
Crabel Price Patterns
NR False
NR4 False
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 0.0006
Fibonacci Retracements and Extensions
4.250 1.1128
2.618 1.1128
1.618 1.1128
1.000 1.1128
0.618 1.1128
HIGH 1.1128
0.618 1.1128
0.500 1.1128
0.382 1.1128
LOW 1.1128
0.618 1.1128
1.000 1.1128
1.618 1.1128
2.618 1.1128
4.250 1.1128
Fisher Pivots for day following 10-May-2023
Pivot 1 day 3 day
R1 1.1128 1.1141
PP 1.1128 1.1136
S1 1.1128 1.1132

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

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