CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1128 |
1.1089 |
-0.0039 |
-0.4% |
1.1138 |
| High |
1.1128 |
1.1089 |
-0.0039 |
-0.4% |
1.1216 |
| Low |
1.1128 |
1.1050 |
-0.0078 |
-0.7% |
1.1123 |
| Close |
1.1128 |
1.1067 |
-0.0061 |
-0.5% |
1.1182 |
| Range |
0.0000 |
0.0039 |
0.0039 |
|
0.0093 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
5.2% |
0.0000 |
| Volume |
0 |
26 |
26 |
|
44 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1164 |
1.1088 |
|
| R3 |
1.1146 |
1.1126 |
1.1078 |
|
| R2 |
1.1107 |
1.1107 |
1.1074 |
|
| R1 |
1.1087 |
1.1087 |
1.1071 |
1.1078 |
| PP |
1.1069 |
1.1069 |
1.1069 |
1.1064 |
| S1 |
1.1049 |
1.1049 |
1.1063 |
1.1039 |
| S2 |
1.1030 |
1.1030 |
1.1060 |
|
| S3 |
1.0992 |
1.1010 |
1.1056 |
|
| S4 |
1.0953 |
1.0972 |
1.1046 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1252 |
|
2.618 |
1.1189 |
|
1.618 |
1.1151 |
|
1.000 |
1.1127 |
|
0.618 |
1.1112 |
|
HIGH |
1.1089 |
|
0.618 |
1.1074 |
|
0.500 |
1.1069 |
|
0.382 |
1.1065 |
|
LOW |
1.1050 |
|
0.618 |
1.1026 |
|
1.000 |
1.1012 |
|
1.618 |
1.0988 |
|
2.618 |
1.0949 |
|
4.250 |
1.0886 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1069 |
1.1089 |
| PP |
1.1069 |
1.1082 |
| S1 |
1.1068 |
1.1074 |
|